Search Results - subject:"Panel Unit Root Tests"

Size and growth of mobile phone firms in Mainland China, Hong Kong, and Taiwan

Yu, Chih-Ping - In: The Chinese economy 49 (2016) 4, pp. 277-286

Persistent link: https://www.econbiz.de/10011666611

Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions

Herwartz, Helmut; Siedenburg, Florian; Walle, Yabibal - In: Econometric reviews 35 (2016) 5/7, pp. 727-750

Persistent link: https://www.econbiz.de/10011589870

Sectoral price divergence between Korea and Japan

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

Persistent link: https://www.econbiz.de/10011613456

Inflation differential and inflation targeting in India

Patnaik, Anuradha - In: Praj̄nȧn : journal of social and management sciences 45 (2016) 1, pp. 9-24

Persistent link: https://www.econbiz.de/10011558226

Unit root testing in panel and time series models : new tests and economic applications

Florian Siedenburg - 2010

In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach to testing the unit root hypothesis in univariate time series, the major part of this thesis is dedicated to unit root testing in cross sectionally dependent panels with...

Persistent link: https://www.econbiz.de/10009428981

Inflation divergence within the SADC

Vishal, Jaunky Chandr - In: Economics Bulletin 30 (2010) 2, pp. 1137-1143

unit root tests are applied to test whether the purchasing power parity (PPP) holds. Overall, strong evidence of a unit … testing for inflation convergence for 11 members. Quarterly data over the period 1992:3 â€“ 2001:4 are employed. Various panel …

Persistent link: https://www.econbiz.de/10008509904

International Capital Mobility in African Countries: Do the legal origins matter?

Bangaké, Chrysost; Eggoh, Jude - In: Economics Bulletin 30 (2010) 1, pp. 73-83

This paper investigates the Feldstein-Horioka coefficients and legal origins for 37 African countries using the recently developed panel cointegration techniques. The empirical findings reported in the paper reveal that savings and investment are nonstationary and cointegrated series. The...

Persistent link: https://www.econbiz.de/10008476261

Purchasing Power Parity in CEE and Post-War Former Yugoslav States

Sorona, Robert J.; Tica, Josip - In: Czech Journal of Economics and Finance (Finance a uver) 60 (2010) 3, pp. 213-225

panel unit root tests with and without structural breaks. The results suggest that there is statistical evidence that real …

Persistent link: https://www.econbiz.de/10008484237

Economic and Institutional Determinants of FDI Flows to Latin America: A Panel Study

Ramirez, Miguel D. - Department of Economics, Trinity College - 2010

significant effect on FDI flows. The panel unit root tests on the residuals of the relevant panel regressions also suggest that …

Persistent link: https://www.econbiz.de/10008486911

Output Convergence and the Role of Research and Development

Ashraf, Mohammad; Mohabbat, Khan A. - In: Annals of Economics and Finance 11 (2010) 1, pp. 35-71

We ask whether failure to control for research and development (R&D) activity in an output convergence regression affects the coefficient estimates of initial output. We focus on output convergence to an economy¡¯s own steady-state growth path using time series regression framework and...

Persistent link: https://www.econbiz.de/10010554863