Heterogeneous panels
Testing for seasonal unit roots in heterogeneous panels
... This paper uses the approach of Im, Pesaran and Shin (2003) to propose seasonal unit root tests for dynamic heterogeneous panels based on the means of the individuals HEGY test statistics. The standardised ...
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Common stochastic trends and aggregation in heterogeneous panels
... nonstationary heterogeneous panels where the number of units is …nite and where each unit cointegrates, a large number of conditions needs to be satis…ed for cointegration to be preserved in the aggregate ...
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Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
... dynamic heterogeneous panels, that combines information from the time-series dimension with that from the cross-section dimension, so that fewer time series observations are required for the test to have ...
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Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels
... Technically we have adopted a robust method specifically for the analysis of individual corporate yield spread time series. The cointegration approach employed in our study generates unambiguous causal inferences as ...
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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
... In a recent paper, Otero et al. (2005) use the approach of Im, Pesaran and Shin (2003) (IPS) to propose seasonal unit root tests for dynamic heterogeneous panels. The test statistics are based on ...
8
Optimal forecasting with heterogeneous panels: A Monte Carlo study
... and heterogeneous estimators gets significant, and the latter group performs better, especially when heterogeneity gets bigger (this is particularly evident in column 2 in Tables 8,10 and ...and ...
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Testing for unit roots in three dimensional heterogeneous panels in the presence of cross sectional dependence
... in panels of data has received a great deal of attention over the past decade; see for instance Quah (1994), Maddala and Wu (1999) and more recently Im, Pesaran, and Shin (2003) ...
10
Inference on factor structures in heterogeneous panels
... their cross-sectional (resp. time) average. This approach has been proposed, in the context of testing for poolability with observable regressors, by Westerlund and Hess (2011), whose simulations show that the power ...
70
Inference on factor structures in heterogeneous panels
... or unit speci…c) common e¤ects, so that common features in the panel can be captured by inserting time dummies or unit speci…c dummies. The proposed test procedures simplify the speci…cation analysis of ...
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Testing for unit roots and cointegration in heterogeneous panels
... The results from the standard time-series tests were similar to those results for the full sample, where the unit root tests and the residual-based tests provided supporting evidence for[r] ...
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Micro versus macro cointegration in heterogeneous panels
... Building on the measure of departure from aggregate cointegration developed in Lazarova, Trapani and Urga (2007) for a simple bivariate model, in this contribution we consider a heterogeneous panel where each ...
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Prognostic relevance of HER2/neu in acute lymphoblastic leukemia and induction of NK cell reactivity against primary ALL blasts by trastuzumab
... a heterogeneous patient cohort treated at our institution with a follow-up up to 15 years and did not observe any differences regarding the incidence of primary chemotherapy resistance, relapse rates, DFS or ...
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All male panels and gender diversity of issue panels and plenary sessions at ISPOR Europe
... phenomenon at ISPOR Europe, where almost one in three issue panels is a manel and 70% of all issue panel and plenary session speakers were male during 2016-2018. Given that 8 of the 12 current members of the ISPOR ...
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The Ultimate Compressive Strength of Thin Sheet Metal Panels
... ca,lculatione for flat panels and Table V gives the ealenlated loads for curved panels. large sheet thickness[r] ...
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Comparison of energy-restricted very low-carbohydrate and low-fat diets on weight loss and body composition in overweight men and women
... Individual changes in body mass in men (upper panels) and women (lower panels) who started on a very low-carbohydrate ketogenic (VLCK) and switched to a low-fat (LF) diet (left panels) [r] ...
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Three-Color Flow Cytometry Detection of Intracellular Cytokines in Peripheral Blood Mononuclear Cells: Comparative Analysis of Phorbol Myristate Acetate-Ionomycin and Phytohemagglutinin Stimulation
... cytometry analysis, these blast cells give rise to FSC and SSC signals similar to those of monocytes. Thus, clusters of blasts and monocytes are overlapping. As the CD4 marker is not useful for distinguishing between ...
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High end climate change impact on European runoff and low flows – exploring the effects of forcing biases
... Figure 2 shows the average runoff production estimated by JULES forced with the five participating dynamical down- scaled GCMs, for each model separately and for the ensem- ble mean. Measures of model agreement ...
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The Spatial Chemical Langevin Equation and Reaction Diffusion Master Equations: moments and qualitative solutions
... Simulation output from the RDME (panels numbered 1 ), SCLE (panels numbered 2 ) and deterministic equations (panels numbered 3 ) showing where the RDME predicts patterns but SCLE and det[r] ...
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Testing for Exogeneity in Cointegrated Panels
... of heterogeneous slopes (and dynamics), and can be readily extended to contexts where cross-dependence is present, and even to the case of common stochastic trends in the regressors (see Bai et ...
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Testing for exogeneity in cointegrated panels
... Consequently, empirical applications that consider panel cointegration models like (1) routinely employ estimation techniques that are designed to be robust to the presence of endogeneity, i.e. that yield p N T ...
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