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Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

Arsova, Antonia; Karaman Örsal, Deniz Dilan - 2013

This paper proposes a new likelihood-based panel cointegration rank test which extends the test of Örsal & Droge (2012 …This paper proposes a new likelihood-based panel cointegration rank test which extends the test of Orsal and Droge …) (henceforth Panel SL test) to allow for cross-sectional dependence. The dependence is modelled by unobserved common factors which …

Persistent link: https://www.econbiz.de/10010187855

Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

Arsova, Antonia; Karaman Örsal, Deniz Dilan - In: Econometric reviews 37 (2018) 6/10, pp. 1033-1050

Persistent link: https://www.econbiz.de/10012040532

Is there any relationship between foreign direct investment, domestic investment and economic growth in India? : a time series analysis

Chakraborty, Debashis; Mukherjee, Jaydeep - In: Review of market integration 4 (2012) 3, pp. 309-337

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On the persistence of cross-country inequality measures

Christopulos, Dēmētrēs K.; McAdam, Peter - In: Journal of money, credit and banking : JMCB 49 (2017) 1, pp. 255-266

Persistent link: https://www.econbiz.de/10011708007

Purchasing Power Parity of ASEAN-5 countries revisited : heterogeneity, structural breaks and cross-sectional dependence

Munir, Qaiser; Kok Sook Ching - In: Global economic review 44 (2015) 1, pp. 116-149

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On the long-run relationship between immigration and growth : empirical evidence from European countries

Charles, Sébastien - In: International review of applied economics 36 (2022) 1, pp. 51-66

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Budget deficit sustainability and revenue expenditure linkages in major South Asian economies

Shastri, Shruti; Giri, Arun Kumar; Mohapatra, Geetilaxmi - In: Eurasian journal of business and economics : EJBE 10 (2017) 19, pp. 37-59

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Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - In: Journal of econometrics 214 (2020) 1, pp. 130-152

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Global perspective on the permanent or transitory nature of shocks to tourist arrivals : evidence from new unit root tests with structural breaks and factors

Payne, James E.; Lee, Junsoo - In: Tourism economics : the business and finance of tourism … 30 (2024) 1, pp. 67-103

Persistent link: https://www.econbiz.de/10014580633

Purchasing power parity in ASEAN-5 countries : revisit with cross-sectional dependence and structural breaks

Munir, Qaiser; Kok Sook Ching; Hooi Hooi Lean; Teplova, … - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 233-249

Persistent link: https://www.econbiz.de/10011974592