Similar Search Results

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013530823

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...

Persistent link: https://www.econbiz.de/10013494205

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

Persistent link: https://www.econbiz.de/10014501140

Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58

Persistent link: https://www.econbiz.de/10010360616

Fiscal sustainability : a panel assessment for advanced economies

Afonso, António; Jalles, João Tovar - In: Applied economics letters 22 (2015) 10/12, pp. 925-929

Persistent link: https://www.econbiz.de/10011286010

Globalisation and cointegration among the states and convergence across the continents : a panel data analysis

De, Utpal Kumar - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 1, pp. 107-121

Persistent link: https://www.econbiz.de/10011481817

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

On the use of panel stationarity tests in convergence analysis : empirical evidence for the EU countries

Próchniak, Mariusz; Witkowski, Bartosz - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 77-96

Persistent link: https://www.econbiz.de/10011487831

Are stock prices stationary? : some new evidence from a panel data approach

Shen, Xin; Holmes, Mark J. - In: Studies in economics and finance 31 (2014) 4, pp. 387-405

Persistent link: https://www.econbiz.de/10011339594

Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felsenstein, Daniel - 2019

Persistent link: https://www.econbiz.de/10011952653