Search Results - subject:"Panel Unit Root"

Reflections on "Testing for Unit Roots in Heterogeneous Panels"

Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol - 2023

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...

Persistent link: https://www.econbiz.de/10014290138

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013530823

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013494205

Per capita income convergence and divergence of selected OECD countries to and from the US : a reappraisal for the period 1900-2018

Kónya, László - In: Applied econometrics and international development 23 (2023) 1, pp. 33-56

Persistent link: https://www.econbiz.de/10014253871

Stationarity properties of renewable energy consumption in the commonwealth of independent states

Yasar, Nermin - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 155-159

Persistent link: https://www.econbiz.de/10012435451

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …

Persistent link: https://www.econbiz.de/10014332685

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

two popular panel unit root tests to allow for missing values, and secondly, it employs asymptotic local power functions … unit root tests could be extended to the case of unbalanced panels, but this is often difficult because the missing … common time period for all units. However, this approach can be costly in terms of lost information. Instead, existing panel …

Persistent link: https://www.econbiz.de/10013041203

Does optimal capital structure exist in Chinese military enterprises? : Evidence from industrial heterogeneity

Su, Chi-Wei; Wang, Kaihua - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 128-149

Persistent link: https://www.econbiz.de/10013531970

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …

Persistent link: https://www.econbiz.de/10013470997

Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from panel unit roots with smooth breaks and asymmetric dynamics

Corakci, Aysegul; Omay, Tolga; Hasanov, Mübariz - In: Oeconomia Copernicana 13 (2022) 1, pp. 11-55

Persistent link: https://www.econbiz.de/10013255717