Similar Search Results

Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

Arsova, Antonia; Oersal, Deniz Dilan Karaman - 2013

This paper proposes a new likelihood-based panel cointegration rank test which extends the test of Oersal and Droge (2012) (henceforth Panel SL test) to allow for crosssectional dependence. The dependence is modelled by unobserved common factors which affect the variables in each cross-section...

Persistent link: https://www.econbiz.de/10010858065

Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren, Econometrics Journal, 4, 2001, 109–142)

Örsal, Deniz Dilan Karaman; Droge, Bernd - In: Econometrics Journal 14 (2011) 02, pp. 121-125

Persistent link: https://www.econbiz.de/10011203101

Fertility Reactions to the "Great Recession" in Europe

Goldstein, Joshua; Kreyenfeld, Michaela; Jasilioniene, Aiva - In: Demographic Research 29 (2013) 4, pp. 85-104

Persistent link: https://www.econbiz.de/10010851084

Comparison of Panel Cointegration Tests

Örsal, Deniz Dilan Karaman - In: Economics Bulletin 3 (2008) 6, pp. 1-20

The main aim of this paper is to compare the size and size-adjusted power properties of four residual-based and one maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-rho, the group-rho, the parametric panel-t, the parametric...

Persistent link: https://www.econbiz.de/10010629569

Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren, Econometrics Journal, 4, 2001, 109–142)

Örsal, Deniz Dilan Karaman; Droge, Bernd - In: The econometrics journal 14 (2011) 1, pp. 121-126

Persistent link: https://www.econbiz.de/10008845133