Search Results - subject:"Panel cointegration test"

Nuclear energy-economic growth nexus in OECD countries : a panel data analysis

Ozcan, Burcu; Ari, Ayse - In: International journal of economic perspectives : IJEP 11 (2017) 1, pp. 138-154

Persistent link: https://www.econbiz.de/10011762798

Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan

Toyoshima, Yuki; Hamori, Shigeyuki - In: Economics Bulletin 31 (2011) 3, pp. 2674-2682

This paper analyzes the Fisher effect using a panel of monthly data from January 1990 to December 2010 for three major countries: the United States, the United Kingdom, and Japan. Our empirical results contribute to the existing empirical literature in two ways. First, the study conducts panel...

Persistent link: https://www.econbiz.de/10009294126

Foreign direct investment and income inequality in Southeast Asia : a panel unit root and panel cointegration analysis, 1990-2013

Cho, Hyungsun Chloe; Ramírez, Miguel D. - In: Atlantic economic journal : AEJ 44 (2016) 4, pp. 411-424

Persistent link: https://www.econbiz.de/10011711125

Purchasing power parity and free trade area

Lee, Chin - Volkswirtschaftliche Fakultät, … - 2010

The aim of this paper is to apply recently developed panel cointegration techniques proposed by Pedroni (1999, 2004) to evaluate the effectiveness of various regional trade agreements by examine the goods market integration between trading partners using purchasing power parity (PPP). The...

Persistent link: https://www.econbiz.de/10011108051

Panel cointegration testing in the presence of a time trend

Droge, Bernd; Örsal, Deniz Dilan Karaman - 2009

The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear …

Persistent link: https://www.econbiz.de/10010265669

Finite sample correction factors for panel cointegration tests

Hlouskova, Jaroslava; Wagner, Martin - 2009

In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005). For the single equation tests we consider up...

Persistent link: https://www.econbiz.de/10010294038

Regional inequality in China's health care expenditures

Chou, Win Lin; Wang, Zijun - In: Health Economics 18 (2009) S2, pp. 137-137

This paper has two parts. The first part examines the regional health expenditure inequality in China by testing two hypotheses on health expenditure convergence. Cross-section regressions and cluster analysis are used to study the health expenditure convergence and to identify convergence...

Persistent link: https://www.econbiz.de/10004963300

Finite Sample Correction Factors for Panel Cointegration Tests

Hlouskova, Jaroslava; Wagner, Martin - Department of Economics and Finance Research and … - 2009

Persistent link: https://www.econbiz.de/10005026908

Panel Cointegration Testing in the Presence of a Time Trend

Droge, Bernd; Örsal, Deniz Dilan Karaman - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009

The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear … likelihood-based panel cointegration test in the presence of a linear time trend in the data generating process. This new test is … systems panel cointegration test, which allows for a linear time trend. This test is built on the method of Box & Tiao (1977 …

Persistent link: https://www.econbiz.de/10005652726

Does the Fisher hypothesis hold for the G7? : evidence from the panel cointegration test

Ozcan, Burcu; Ari, Ayse - In: Economic research 28 (2015) 1, pp. 271-283

Persistent link: https://www.econbiz.de/10012220723