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Bayesian unit root test for panel data
Kuma, Jitendra; Chaturvedi, Anoop; Afifa, Umme - 2016
The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis …
Persistent link: https://www.econbiz.de/10011784564
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The effects of variance breaks on homogenous panel unit root tests
Herwartz, Helmut; Siedenburg, Florian - 2009
performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case …, panel unit root tests derived under time invariant innovation variances lose control over actual significance levels while … hypothesis. -- Panel unit root tests ; variance breaks ; cross sectional dependence ; Fisher hypothesis …
Persistent link: https://www.econbiz.de/10003887238
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Carbon emissions and economic growth : homogeneous causality in heterogeneous panels
Maddison, David (contributor); Rehdanz, Katrin (contributor) - 2008
a panel of data for evidence of a causal relationship between GDP and carbon emissions. The technique is compared to the …
Persistent link: https://www.econbiz.de/10003733688
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For which countries did PPP hold? : a multiple testing approach
Hanck, Christoph (contributor) - 2006
We use recent advances in multiple testing to identify the countries for which Purchasing Power Parity (PPP) held over the last century. The approach controls the multiplicity problem inherent in simultaneously testing for PPP on several time series, thereby avoiding spurious rejections. It has...
Persistent link: https://www.econbiz.de/10003394646
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Health care expenditure and income : a global perspective
Baltagi, Badi H.; Lagravinese, Raffaele; Moscone, Francesco - 2016
panel data methods that allow one to account for unobserved heterogeneity, temporal persistence, and crosssection dependence …
Persistent link: https://www.econbiz.de/10011540773
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Sluggishness, endogeneity and the demand for local public services
Dahlberg, Matz; Jacob, Johanna - 2000
is important to control for endogeneity and dynamics in empirical work. Using a panel of 266 Swedish municipalities over …
Persistent link: https://www.econbiz.de/10011589220
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Banking concentration and financial stability : evidence from developed and developing countries
Ali, Mohamed Sami Ben; Intissar, Timoumi; Zeitun, Rami - 2015
of banking concentration on financial stability by using a panel logit model. Second, the authors investigated the …
Persistent link: https://www.econbiz.de/10010506286
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Is the German retail gas market competitive? a spatial-temporal analysis using quantile regression
Kihm, Alex; Ritter, Nolan; Vance, Colin - 2014
We explore whether non-competitive pricing prevails in Germany’s retail gasoline market by examining the influence of the crude oil price on the retail gasoline price, focusing specifically on how this influence varies according to the brand and to the degree of competition in the vicinity of...
Persistent link: https://www.econbiz.de/10010442326
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Sectoral FDI and the real exchange rate : the role of financial development
Frenzel Baudisch, Coletta - 2018 - This version: May 24, 2018
rate in a panel of 66 developing and developed economies. While the effect of FDI in the primary sector appears to be …
Persistent link: https://www.econbiz.de/10011904433
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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP
Biørn, Erik; Han, Xuehui - 2015 - This version January 2015
GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …
Persistent link: https://www.econbiz.de/10010479979