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Testing for Granger causality in panel data

Lopez, Luciano; Weber, Sylvain - 2017

With the development of large and long panel databases, the theory surrounding panel causality evolves at a fast pace … (2012) for detecting Granger causality in panel datasets, and thus constitutes an effort to help practitioners understand …

Persistent link: https://www.econbiz.de/10011622694

The relationship between tourism and economic growth among BRICS countries : a panel cointegration analysis

Rasool, Haroon; Maqbool, Shafat; Tarique, Md. - In: Future Business Journal 7 (2021), pp. 1-11

development and economic growth by using the panel data over the period 1995-2015 for five BRICS (Brazil, Russia, India, China and … South Africa) countries. The results of panel ARDL cointegration test indicate that tourism, financial development and …

Persistent link: https://www.econbiz.de/10012429781

Estimating heterogeneous reactions to experimental treatments

Engel, Christoph - 2019 - This version: January 20, 2019

to find the number of types in the data, and that allows for the estimation of panel data models. It combines machine … about the number of types. Finite mixture models are hard to estimate for panel data, which is what experiments often …

Persistent link: https://www.econbiz.de/10011977868

Pre-Event Trends in the Panel Event-Study Design

Freyaldenhoven, Simon - 2020

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …

Persistent link: https://www.econbiz.de/10012849027

Bootstrap Panel Granger-Causality Between Government Spending and Revenue in the EU

Rault, Christophe; Afonso, Antonio - 2009

Using bootstrap panel analysis, allowing for cross-country correlation, without the need of pre-testing for unit roots …

Persistent link: https://www.econbiz.de/10014202784

Energy Consumption and GDP Causality : New Evidence from Disaggregated Data and Panel Long-Run Causality Tests of Developed and Developing Countries

Liddle, Brant; Lung, Sidney - 2015

and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a …

Persistent link: https://www.econbiz.de/10014159365

Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance : Longitudinal Evidence from France

Dionne, Georges; Michaud, Pierre-Carl; Dahchour, Maki - 2008

The identification of information problems in different markets is a challenging issue in the economic literature. This paper performs tests of residual asymmetric information in the French automobile insurance market for the 1995-1997 period. This market is characterized by the presence of a...

Persistent link: https://www.econbiz.de/10014070073

Revisiting the Nexus between External Debt and Economic Growth in the SAARC Countries : A Panel ARDL Approach

Arya, Vandana; Singh, Shveta - 2021

on economic growth, novel estimation methods of panel ARDL and Granger causality are employed. It is also found that the …

Persistent link: https://www.econbiz.de/10013309842

Is generalized trust stable over time?

Roth, Felix - 2024 - This version: 07.01.2024

" trust, which leads the author to argue for using standard and dynamic panel estimation approaches in future analyses of …

Persistent link: https://www.econbiz.de/10014446586

Causal Models for Longitudinal and Panel Data : A Survey

Arkhangelsky, Dmitry; Imbens, Guido - National Bureau of Economic Research - 2023

This survey discusses the recent causal panel data literature. This recent literature has focused on credibly …

Persistent link: https://www.econbiz.de/10014447263