Search Results - subject:"Panel Unit Root Tests"

Sectoral price divergence between Korea and Japan

Moon, Seongman - In: East Asian economic review 20 (2016) 4, pp. 493-517

hypothesis that the sectoral real exchange rates contain a common stochastic trend. On the other hand, the well-known panel unit … root tests such as the IPS and LLC tests widely used by previous studies strongly reject the unit root hypothesis. Since …

Persistent link: https://www.econbiz.de/10011765038

Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114

Persistent link: https://www.econbiz.de/10012272020

Revisiting the Wagner's law for Indian States using second generation panel cointegration

Nirola, Nupur; Sahu, Sohini - In: Economic change & restructuring 53 (2020) 2, pp. 241-263

Persistent link: https://www.econbiz.de/10012223910

Are future enlargement candidate countries converging with the EU?

Kollias, Chrēstos; Messis, Petros - In: Empirica : journal of european economics 47 (2020) 3, pp. 453-473

Persistent link: https://www.econbiz.de/10012289224

Convergence of Health Expenditure in OECD Countries: Evidence from a Nonlinear Asymmetric Heterogeneous Panel Unit Root Test

Pekkurnaz, Didem - In: Journal of Reviews on Global Economics 4 (2015), pp. 76-86

implementing panel unit root tests. Contribution of application of the nonlinear asymmetric heterogeneous panel unit root test is … symmetric and the asymmetric nonlinear panel unit root tests indicate the stationarity of the panel. Specifically, almost 23 … nonlinear symmetric panel unit root tests. …

Persistent link: https://www.econbiz.de/10011255213

Panel LM unit root tests with level and trend shifts

Lee, Junsoo; Tieslau, Margie A. - In: Economic modelling 80 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012199158

Market development and market efficiency : evidence based on nonlinear panel unit root tests

Aktan, Ceyda; Iren, Perihan; Omay, Tolga - In: The European journal of finance 25 (2019) 11, pp. 979-993

Persistent link: https://www.econbiz.de/10012207047

An alternative test of the trade-off theory of capital structure

Canarella, Giorgio; Nourayi, Mahmoud; Sullivan, Michael J. - In: Contemporary Economics 8 (2014) 4, pp. 365-386

perform panel unit root tests on each sector employing book value and market value measures of debt ratio. First …-generation panel unit root tests provide consistent evidence that debt ratios are mean reverting, which supports the trade-off theory …

Persistent link: https://www.econbiz.de/10011480606

Financing Health Care Expenditure in the OECD Countries: Evidence from a Heterogeneous, Cross-Sectional Dependent Panel

Mello-Sampayo, Felipa de; Sousa-Vale, Sofia de - In: Panoeconomicus 61 (2014) 2, pp. 207-225

This paper analyses the relationship between health expenditure and the way it is financed in a panel of 30 OECD countries observed annually from 1990 to 2009. The nonstationarity and cointegration properties between health care spending and its sources of funding, income, and non-income...

Persistent link: https://www.econbiz.de/10011134491

A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS

Albulescu, Claudiu Tiberiu; Pepin, Dominique; Tiwari, … - HAL - 2014

This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate … of the CEECs' real interest rates, respectively. When the panel unit root tests are carried out with respect to the Euro …

Persistent link: https://www.econbiz.de/10010821461