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

Testing the twin deficit hypothesis for resource-rich economies in the era of climate change

Gurbanov, Sarvar; Nadirov, Orkhan; Gasimova, Samira; … - In: Applied economics letters 32 (2025) 5, pp. 702-707

Persistent link: https://www.econbiz.de/10015329722

Long-run Convergence in Greenhouse Gases, Reactive Compounds, Aerosol Precursors and Aerosols : An Application of Panel Analysis of Nonstationarity in Idiosyncratic and Common Components to OECD and BRICS Countries

Romero-Ávila, Diego - 2025

1. Introduction -- 2. Description of Developed Countries’ Climate Policy -- 3. Description of BRICS and Indonesia’s Climate Policy -- 4. Literature Review on Emissions Convergence -- 5. Data and Empirical Strategy -- 6. Econometric Methods -- 7. Empirical Results -- 8. PANIC Results -- 9....

Persistent link: https://www.econbiz.de/10015375358

The convergence dynamics of per capita international tourist arrivals

Payne, James E.; Lee, Junsoo; Darden, Skyler - 2025

Persistent link: https://www.econbiz.de/10015386858

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