Search Results - subject:"Panel Unit root tests"

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

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

Unit-root tests in high-dimensional panels

Wichret, Oliver - 2022

Persistent link: https://www.econbiz.de/10013191550

Catching-up effects in the logistics industry and the dynamic linkages with international trade and economic growth : empirical evidence from an international panel dataset

Katrakylidis, Ioannis; Madas, Michael - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 197-205

Persistent link: https://www.econbiz.de/10012420675

The law of one food price

Clements, Kenneth W.; Si, Jiawei; Long Hai Vo - 2019

Persistent link: https://www.econbiz.de/10012207562

Testing the purchasing power parity hypothesis: Case of ASEAN economies

Bekő, Jani; Boršič, Darja - In: Naše gospodarstvo / Our Economy 64 (2018) 4, pp. 74-85

We examine the purchasing power parity (PPP) hypothesis of 10 members of ASEAN. A battery of panel unit root tests is …

Persistent link: https://www.econbiz.de/10012117618

Is the health care price inflation in US urban areas stationary? Evidence from panel unit root tests

Murthy, Vasudeva; Okunade, Albert A. - In: Journal of Economics, Finance and Administrative Science 23 (2018) 44, pp. 77-94

-generation panel unit root tests and the panel stationary test developed recently by Carrion-i-Silvestre et al. (2005) that allows for …

Persistent link: https://www.econbiz.de/10013192132

Is the health care price inflation in US urban areas stationary? : evidence from panel unit root tests

Murthy, Vasudeva; Okunade, Albert A. - In: Journal of economics, finance & administrative science 23 (2018) 44, pp. 77-94

-generation panel unit root tests and the panel stationary test developed recently by Carrion-i-Silvestre et al. (2005) that allows for …

Persistent link: https://www.econbiz.de/10012010185