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Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Estimation of a level shift in panel data with fractionally integrated errors

Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012886440

Commodity prices and the US money supply in the long run

Azar, Samih Antoine - In: International journal of trade and global markets 5 (2012) 3/4, pp. 316-335

Persistent link: https://www.econbiz.de/10009722086

Are current account deficits in the OECD countries sustainable? : robust evidence from time-series estimators

Singh, Tarlok - In: The International trade journal 31 (2017) 1/5, pp. 29-64

Persistent link: https://www.econbiz.de/10011976420

Exchange rates dynamics revisited : a panel data test of the fractional integration order

Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409

Persistent link: https://www.econbiz.de/10010391171

Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114

Persistent link: https://www.econbiz.de/10012272020

Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test

Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486

Persistent link: https://www.econbiz.de/10012485054

Has the Feldstein-Horioka puzzle waned? : evidence from time series and dynamic panel data analysis

Dash, Santosh Kumar - In: Economic modelling 83 (2019), pp. 256-269

Persistent link: https://www.econbiz.de/10012205639

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-2017). The study found unit root, cointegration, and a long-run relationship between dividend and share price series for Indian …

Persistent link: https://www.econbiz.de/10013470997

Unit Root and Cointegration Tests for Cross-Sectionally Correlated Panels. Estimating Regional Production Functions

Basile, Roberto; Costantini, Mauro; Destefanis, Sergio - 2006

This paper employs recently developed non stationary panel methodologies that assume some cross-section dependence to estimate the production function for Italian regions in the industrial sector over the period 1970-1998. The analysis consists in three steps. First, unit root tests for...

Persistent link: https://www.econbiz.de/10014055387