bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of 14 European countries over the … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …

In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …

that the bootstrap outperforms Parks's top competitor. The Parks estimator has been a workhorse for the analysis of panel …-section data 1995) developed an approach that uses the Prais-Winsten estimator together with "panel corrected standard errors … demonstrate its effectiveness using an innovative experimental approach that creates artificial panel datasets modelled after …

has been a workhorse for the analysis of panel data and seemingly unrelated regression equation systems because it allows … Katz (1995) developed an approach that uses the Prais-Winsten estimator together with “panel corrected standard errors … demonstrate its effectiveness using an experimental approach that creates artificial panel datasets modelled after actual panel …

bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of 14 European countries over the … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …

bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of European countries over the 1960 … reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long-run relationship …

In the paper it is shown that in panel data models the Hausman test (HT) statistic can be considerably refined using … homoskedastic panel data model …

New multivariate panel cointegration methods are used to analyze nominal exchange rates and prices in four major … economies in Europe; France, Germany, Italy and the United Kingdom for the post-Bretton Woods period. We test for purchasing …