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Change in persistence tests for panels: An update and some new results

Cerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano - Dipartimento di Economia, Gestione, Società e … - 2008

In this paper we propose a set of new panel tests to detect changes in persistence. The test statistics are used to test the null hypothesis of stationarity against the alternative of a change in persistence from I(0) to I(1), from I(1) to I(0) and in an unknown direction. The limiting...

Persistent link: https://www.econbiz.de/10005583208

Change in persistence tests for panels

Cerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano - Dipartimento di Economia, Gestione, Società e … - 2007

In this paper we propose a set of new panel tests to detect changes in persistence. These statistics are used to test the null hypothesis of stationarity against the alternative of a change in persistence from I(0) to I(1) or viceversa. Alternative of unknown direction is also considered. The...

Persistent link: https://www.econbiz.de/10005583209

Bootstrap innovational outlier unit root tests in dependent panels

Costantini, Mauro; Gutierrez, Luciano - In: Economics letters 117 (2012) 3, pp. 817-819

Persistent link: https://www.econbiz.de/10009682646

Capital mobility and global factor shocks

Costantini, Mauro; Gutierrez, Luciano - In: Economics letters 120 (2013) 3, pp. 513-515

Persistent link: https://www.econbiz.de/10010187236

Simple panel unit root tests to detect changes in persistence

Costantini, Mauro; Gutierrez, Luciano - In: Economics letters 96 (2007) 3, pp. 363-368

Persistent link: https://www.econbiz.de/10003504677

Convergence in US an EU agriculture

Gutierrez, Luciano - In: European review of agricultural economics : ERAE 27 (2000) 2, pp. 187-206

Persistent link: https://www.econbiz.de/10001495766

Agricultural productivity growth and convergence among countries

Gutierrez, Luciano - In: Cahiers d'économie et sociologie rurales (1999) 4, pp. 5-25

Persistent link: https://www.econbiz.de/10001555511

On the power of panel cointegration tests : a Monte Carlo comparison

Gutierrez, Luciano - In: Economics letters 80 (2003) 1, pp. 105-111

Persistent link: https://www.econbiz.de/10001764781

EU accession and agricultural economic growth

Gutierrez, Luciano - In: Integration of the Baltic Sea Countries to the common …, (pp. 131-141). 2002

Persistent link: https://www.econbiz.de/10001642495

Bootstrapping asset price bubbles

Gutierrez, Luciano - In: Economic modelling 28 (2011) 6, pp. 2488-2493

Persistent link: https://www.econbiz.de/10009512539