Search Results - subject:"panel data unit root"

Real convergence using TAR panel unit root tests : an application to the Southern African Development Community

Tipoy, Christian K. - In: Spoudai : journal of economics and business 69 (2019) 1/2, pp. 45-61

to 2017. An approach that combines threshold modelling, panel data unit root testing and critical values bootstrapping is …

Persistent link: https://www.econbiz.de/10012063030

Real convergence using TAR panel unit root tests: An application to the Southern African Development Community

Tipoy, Christian K. - In: SPOUDAI - Journal of Economics and Business 69 (2019) 1/2, pp. 45-61

to 2017. An approach that combines threshold modelling, panel data unit root testing and critical values bootstrapping is …

Persistent link: https://www.econbiz.de/10014477254

Analyzing the sustainability of current account in ASEAN countries : test of intertemporal borrowing constraints

Kalyoncu, Hüseyin; Kaplan, Muhittin - In: International journal of economics and financial issues … 4 (2014) 3, pp. 564-571

Persistent link: https://www.econbiz.de/10010526951

Do stock markets follow a random walk? : new evidence for an old question

Durusu-Ciftci, Dilek; Ispir, M. Serdar; Kok, Dundar - In: International review of economics & finance : IREF 64 (2019), pp. 165-175

Persistent link: https://www.econbiz.de/10012372744

Hysteresis in Unemployment: Evidence from OECD Countries

Huang, Shu-Ching - In: Journal of Economics and Management 7 (2011) 1, pp. 135-158

data unit-root test in the presence of serial correlation and contemporaneous correlation. The critical values are computed …-section variations in the constituent series. An important issue that we consider concerns the appropriate critical values for the panel …

Persistent link: https://www.econbiz.de/10008788746

Are fluctuations in natural gas consumption per capita transitory? Evidence from time series and panel unit root tests

Shahbaz, Muhammad; Khraief, Naceur; Mahalik, Mantu Kumar; … - In: Energy 78 (2014) C, pp. 183-195

The stationary properties of natural gas consumption are essential for predicting the impacts of exogenous shocks on energy demand, which can help modeling the energy-growth nexus. Then, this paper proposes to investigate the panel unit root proprieties of natural gas energy consumption of 48...

Persistent link: https://www.econbiz.de/10011117584

International Intertemporal Solvency in OECD Countries: Evidence From Panel Unit Root

Kalyoncu, Huseyin - Volkswirtschaftliche Fakultät, … - 2006

advantages of panel data unit root tests. We apply the test advocated by Im, Pesaran and Shin (1997). According to estimation …

Persistent link: https://www.econbiz.de/10005619767

New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks.

Camarero, Mariam; Carrion-i-Silvestre, Josep Lluis; … - Xarxa de Referència en Economia Aplicada (XREAP) - 2006

This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence...

Persistent link: https://www.econbiz.de/10005558074

International Intertemporal Solvency in OECD Countries: Evidence from Panel Unit Root

Kalyoncu, Huseyin - In: Prague Economic Papers 2006 (2006) 1, pp. 44-49

advantages of panel data unit root tests. We apply the test advocated by Im, Pesaran and Shin (1997). According to estimation …

Persistent link: https://www.econbiz.de/10005036518

Structural changes, common stochastic trends and unit roots in panel data

Bai, Jushan; Carrion-i-Silvestre, Josep Lluís - Econometric Society - 2004

In this paper we propose a new test statistic that considers multiple structural breaks to analyse the non-stationarity of a panel data set. The methodology is based on the common factor analysis in an attempt to allow for some sort of dependence across the individuals. Thus allowing for...

Persistent link: https://www.econbiz.de/10005342256