Search Results - subject:"Panel Unit Root Tests"

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - Department of Economics and Related Studies, University … - 2008

maximum number of factors, in contrast to other panel unit root tests based on principal components that require in addition …

Persistent link: https://www.econbiz.de/10005524017

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - CESifo - 2008

the maximum number of factors, in contrast to other panel unit root tests based on principal components that require in …

Persistent link: https://www.econbiz.de/10005406422

International Parities among China and Her Major Trading Partners in Asia Pacific

Chan, Tze-Haw - Volkswirtschaftliche Fakultät, … - 2008

As China’s role in world economy has steadily grown, her importance to the international trading and finance has also increased apace. A joint investigation of the international parity conditions for China and her thirteen major trading partners in Asia Pacific is thus conducted. Monthly...

Persistent link: https://www.econbiz.de/10005025740

Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States

Sonora, Robert J.; Tica, Josip - Ekonomski Fakultet, Sveučilište u Zagrebu - 2008

break up of the former Yugoslavia. Given the short run nature of the available data we use panel unit root tests with and …

Persistent link: https://www.econbiz.de/10005698429

Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence

Otero, Jesús; Smith, Jeremy; Giulietti, Monica - Department of Economics, University of Warwick - 2008

This paper generalises the monthly seasonal unit root tests of Franses (1991) for a heterogeneous panel following the work of Im, Pesaran, and Shin (2003), which we refer to as the F-IPS tests. The paper presents the mean and variance necessary to yield a standard normal distribution for the...

Persistent link: https://www.econbiz.de/10005146961

Size, growth and bank dynamics

Benito, Enrique - Banco de España - 2008

determine whether the data satisfies the Law of Proportionate Effect (LPE) using panel unit root tests. We find that the size …

Persistent link: https://www.econbiz.de/10005155206

Panel Unit Root Tests and the Specification of Cross-sectional Dependence

Cerasa, Andrea - In: Economics Bulletin 3 (2008) 37, pp. 1-13

This paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root tests to different …

Persistent link: https://www.econbiz.de/10010630351

Panel Unit Root Tests and the Specification of Cross-sectional Dependence

Cerasa, Andrea - In: Economics Bulletin 3 (2008) 37, pp. 1-13

This paper analyzes, through Monte Carlo experiments, the robustness of several panel unit root tests to different …

Persistent link: https://www.econbiz.de/10005110757

Unemployment by Gender: Evidence from EU Countries

Bakas, Dimitrios; Papapetrou, Evangelia - In: International Advances in Economic Research 20 (2014) 1, pp. 103-111

This paper applies panel unit-root tests that allow for structural breaks and cross-sectional dependence to examine the …

Persistent link: https://www.econbiz.de/10010867126

Unemployment in Greece: Evidence from Greek regions using panel unit root tests

Bakas, Dimitrios; Papapetrou, Evangelia - In: The Quarterly Review of Economics and Finance 54 (2014) 4, pp. 551-562

various univariate and panel unit root tests. In particular, recently developed and more powerful panel unit-root tests that …

Persistent link: https://www.econbiz.de/10011076304