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) drives firm performance (profitability and efficiency) for BRICS countries from a des-aggregate panel data of the firm …-yearly level (by country) during 2014-2022, from an aggregate monthly time series data and a panel data of country-monthly level …-run (LR) panel models, the Bayesian VAR-X short-run (SR) approach, and the time series and the panel (LR and SR) ARDL models …
Persistent link: https://www.econbiz.de/10015213901
panel unit root tests (Im, Pesaran and Shin, 1997) and panel cointegration tests (Pedroni, forthcoming). We test our model …To study the elasticities of import demand function, we build a heterogeneous panel with data of 40 counties and use … elasticities, we make use of two modified panel version of FMOLS and DOLS developed by Pedroni (1996, 2000, 2001). Our tests prove …
Persistent link: https://www.econbiz.de/10015215792
using Pedroni's heterogeneous panel cointegration tests (2004). The panel data circumvent the problem of short span sample …We construct an aggregate data panel to estimate price and income elasticities of the Arab countries imports from and … exports to euro zone. We study the non-stationarity of our series and verify the cointegration hypothesis among the variables …
Persistent link: https://www.econbiz.de/10015215822
This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10015216309
considers the effect of cross sectional correlations and uses the corresponding panel unit root tests to study the long …
Persistent link: https://www.econbiz.de/10015217081
cointegration (country-specific) and panel data (region-specific) methods. We find that for most of the countries in our sample the …
Persistent link: https://www.econbiz.de/10015221328
This paper was presented in June 1974 at the Symposium ―On the Measurement of Factor Productivities‖ at the castle Reisensburg in Bavaria, and was published in the book of proceedings from this Symposium. It contains results of several years of research about the economies of six East...
Persistent link: https://www.econbiz.de/10015221960
This paper presents an essay on empirical testing procedure for economic convergence. Referring to the unit root test proposed by Moon and Perron (2004), we proposed a modified Evans (1996)testing procedure of the convergence hypothesis. The advantage of this modified procedure is that it makes...
Persistent link: https://www.econbiz.de/10015222081
We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied for testing the ownership-structure / diversification...
Persistent link: https://www.econbiz.de/10015224133
countries for whom enough time series were available, while panel analysis has been performed both for EU-27 and for subgroups … actual level and the peak of the BARS curve ranges from 5.7 points for Germany and 18.1 points for Belgium. Panel data … analysis for EU-27 shows a peak of the BARS curve at 37%, while the actual level is about 47%. While, panel data disaggregation …
Persistent link: https://www.econbiz.de/10015224235