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Unit roots and the dynamics of market shares : an analysis using Italian banking micro-panel

Giannetti, Caterina (contributor) - 2008

Persistent link: https://www.econbiz.de/10003736693

Use of panel time-series data with cross-section dependence in evaluating farmland valuation : a cautionary note

Tayebi, Zahra; Onel, Gulcan; Moss, Charles B. - In: Applied economics letters 28 (2021) 6, pp. 487-492

Persistent link: https://www.econbiz.de/10012485055

Sectoral price divergence between Korea and Japan

Moon, Seongman - In: East Asian economic review 20 (2016) 4, pp. 493-517

Persistent link: https://www.econbiz.de/10011613456

Re-examining the Real Interest Rate Parity Hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence

Corakci, Aysegul; Emirmahmutoglu, Furkan; Omay, Tolga - In: Empirica : journal of european economics 44 (2017) 1, pp. 91-120

Persistent link: https://www.econbiz.de/10011741334

Sectoral price divergence between Korea and Japan

Moon, Seongman - In: East Asian economic review 20 (2016) 4, pp. 493-517

econometric method developed by Pesaran which controls for the cross-section dependence in a panel, we are not able to reject the … hypothesis that the sectoral real exchange rates contain a common stochastic trend. On the other hand, the well-known panel unit … the error term of the regression for our panel exhibits significant cross-section dependence, these opposite results …

Persistent link: https://www.econbiz.de/10011765038