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Real convergence using TAR panel unit root tests : an application to the Southern African Development Community
Tipoy, Christian K. - In: Spoudai : journal of economics and business 69 (2019) 1/2, pp. 45-61
to 2017. An approach that combines threshold modelling, panel data unit root testing and critical values bootstrapping is …
Persistent link: https://www.econbiz.de/10012063030
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Determining the number of groups in latent panel structures with an application to income and democracy
Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760
We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of …
Persistent link: https://www.econbiz.de/10011801632
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Change point estimation in panel data without boundary issue
Peštová, Barbora; Pešta, Michal - In: Risks : open access journal 5 (2017) 1, pp. 1-22
Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of … observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed. In … in panel data is established. The results are illustrated through a simulation study. As a by-product of the developed …
Persistent link: https://www.econbiz.de/10011636497
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Evaluating factor pricing models using high-frequency panels
Chang, Yoosoon; Choi, Yongok; Kim, Hwagyun; Park, Joon Y. - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 889-933
This paper develops a new framework and statistical tools to analyze stock returns using high-frequency data. We consider a continuous-time multifactor model via a continuous-time multivariate regression model incorporating realistic empirical features, such as persistent stochastic volatilities...
Persistent link: https://www.econbiz.de/10011800879
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Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables
He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796
We propose a random effects panel data model with both spatially correlated error components and spatially lagged …
Persistent link: https://www.econbiz.de/10011411712
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - In: Econometrics : open access journal 5 (2017) 1, pp. 1-54
panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …
Persistent link: https://www.econbiz.de/10011654182
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Testing cross-sectional correlation in large panel data models with serial correlation
Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - In: Econometrics : open access journal 4 (2016) 4, pp. 1-24
This paper considers the problem of testing cross-sectional correlation in large panel data models with serially …
Persistent link: https://www.econbiz.de/10011650378
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Does a gender pay gap exist on executive boards? : an empirical multilevel analysis of executive board compensation in German listed companies
Handschumacher, Franziska - In: Journal of business economics : JBE 93 (2023) 3, pp. 325-357
Persistent link: https://www.econbiz.de/10014259069
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Board characteristics and bank stock performance : empirical evidence from the mena region
Awad, Antoine B.; Gharios, Robert; Abu Khalaf, Bashar; … - In: Risks : open access journal 12 (2024) 5, pp. 1-22
This study examined the relationship between the board characteristics and stock performance of commercial banks. Our analysis is based on a sample of 65 banks across 10 MENA countries and their quantitative data extracted between 2013 and 2022. This research employed pooled OLS, and fixed and...
Persistent link: https://www.econbiz.de/10014636540
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Entrepreneurial values and circular economy adoption : a cross-lagged SEM-based machine learning study
Arshi, Tahseen Anwer; Wallis, Joseph - In: Entrepreneurial business and economics review : EBER 12 (2024) 2, pp. 157-176
Objective: The objective of the article is to provide an entrepreneurial value-based perspective that can either drive or derail circular economy (CE) adoption and related strategies. The study argued that fundamental shifts toward CE adoption require a more profound value-based change. Research...
Persistent link: https://www.econbiz.de/10015057065