mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

paper discusses a panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive …

of the biggest (larger capitalisation) European stocks over a 15-year period, from 2004 to 2019, and using a panel data … consensus target prices have no predictive power over future market prices. Our panel results are robust to company fixed …

Granger causality in the frequency domain in the panel setting by decomposing the symmetric and asymmetric fluctuations. This … the panel setting. However, economic activity has more reliable information for stock prices for negative components …

employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the … Panel-NARDL model, the Pre-crisis regime comprises of 289 observations from 1st January 2000 to 1st January 2008, the post … estimating Pesaran's 2004 CD test. Findings indicated that the linear panel-based ARDL model failed to establish long …

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric … a panel dataset of 60 Bombay Stock Exchange (BSE)-listed Indian firms paying regular dividends for 28 years (1990 …

on the inflation rate for the Western Balkan. The research has applied panel data using dynamic approaches such as fixed … effects, and Arellano-Bover/Blundell-Bond estimation to determine relationships between variables and their impact on …, which has insignificant influence. Moreover, the analyses through the Arellano-Bover/Blundell-Bond estimation reveal that …

structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a … sequential panel selection method. While not previously considered, sequential panel selection enabled us to determine and …

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel … data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a … common time period for all units. However, this approach can be costly in terms of lost information. Instead, existing panel …

GFC or the Covid 19 outbreak. Robust results are also the outcome of panel data investigations with or without the …