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Panel Cointegration

FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION

FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION

... for panel unit root tests and panel cointegration tests) described above that produces standard normal ...the cointegration and unit root ...

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Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach

Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach

... Table 1 shows the results of panel cointegration tests. Under the null hypothesis of no cointegration, the test statistic is -2.564 for Panel PP test, -2.696 for Panel ADF test, -2.208 ...

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Energy and economic growth in G20 countries: Panel cointegration analysis

Energy and economic growth in G20 countries: Panel cointegration analysis

... a panel of G20 countries over the period ...the panel cointegration and panel vector error correction ...model. Panel cointegration test set out a long-run equilibrium ...(DOLS). ...

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Classical Theory of Investment  Panel Cointegration Evidence from Thirteen EU Countries

Classical Theory of Investment Panel Cointegration Evidence from Thirteen EU Countries

... using panel unit root tests and panel cointegration; finally, the econometric specification usually was not the most appropriate to capture the price ...

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Urbanization, Energy Consumption and CO2 Emissions in Sub-Saharan Countries: A Panel Cointegration and Causality Analysis

Urbanization, Energy Consumption and CO2 Emissions in Sub-Saharan Countries: A Panel Cointegration and Causality Analysis

... that panel unit root tests are more powerful compared to the individual time ...the panel data, namely the Breitung (2000), Hadri (2000), Levin, Lin and Chu (2002), Im, Pesaran and Shin (2003) and Fisher ...

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Hidden panel cointegration

Hidden panel cointegration

... for cointegration was initiated by Engle and Granger (1987) via implementing residual based tests for ...for cointegration were developed by Johansen (1988, 1991), Johansen and Juselius (1990) as well as ...

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EFFECT OF EDUCATION LEVEL ON FERTILITY IN SUB- SAHARAN AFRICA: PANEL COINTEGRATION ANALYSIS

EFFECT OF EDUCATION LEVEL ON FERTILITY IN SUB- SAHARAN AFRICA: PANEL COINTEGRATION ANALYSIS

... residual-based panel cointegration tests [5] for the models, where there are more than one independent ...no cointegration panel cointegration test ...seven cointegration ...

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Savings and Investments in the OECD, 1970 2007: a Panel Cointegration test with breaks

Savings and Investments in the OECD, 1970 2007: a Panel Cointegration test with breaks

... on cointegration methods have as a null hypothesis the absence of a relationship, ...of cointegration tests with the small or moderate samples typically ...used. Panel cointegration studies, ...

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Interdependence between US and European Military Spending: A Panel Cointegration Analysis (1988 2013)

Interdependence between US and European Military Spending: A Panel Cointegration Analysis (1988 2013)

... The traditional model of demand for military expenditure developed in Smith (1980) presents military expenditure of a country as function of civilian output and of the ‘strategic environment’ which in turn is a function ...

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Renewable Energy, Quality of Institutions and Economic Growth in MENA Countries: a Panel Cointegration Approach

Renewable Energy, Quality of Institutions and Economic Growth in MENA Countries: a Panel Cointegration Approach

... However, recent empirical and theoretical studies on the subject, for example those of Wirth (2014), Cifor et al. (2015), Chang and Wang (2017). Mertzanis (2018) Bhattacharya et al. (2017) highlighted the importance of ...

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Consideration the Relationship between the Inflation and Stock Price with Panel Cointegration Approach

Consideration the Relationship between the Inflation and Stock Price with Panel Cointegration Approach

... in panel series, non-exogeneity and serial correlation problems are tackled by employing fully modified OLS (FMOLS) introduced by Pedroni ...the panel unit root test and panel cointegration ...

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The Unemployment Invariant Hypothesis: Heterogeneous Panel Cointegration Evidence from U.S. State Level Data

The Unemployment Invariant Hypothesis: Heterogeneous Panel Cointegration Evidence from U.S. State Level Data

... and panel cointegration techniques that are robust to cross-sectional heterogeneity, cross-sectional dependency, omitted variable bias and endogeniety ...Hypothesis, Panel Cointegration ...

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Climate change impacts on agriculture: A panel cointegration approach and application to Tunisia

Climate change impacts on agriculture: A panel cointegration approach and application to Tunisia

... (2004), panel cointegration tests can be largely oversized in the presence of cross-unit long- run ...of cointegration, which may be false. An alternative panel cointegration test was ...

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Is Dividend Payment of any Influence to Corporate Performance in Nigeria? Empirical Evidence from Panel Cointegration

Is Dividend Payment of any Influence to Corporate Performance in Nigeria? Empirical Evidence from Panel Cointegration

... Firms are established objectively to maximize their value and that of their shareholders; this can be achieved via payment of dividend and investment in profitable ventures. Studies conducted in both developed and ...

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On the Neutrality of Money in CEE (EU Member) States: A
                    Panel Cointegration Analysis

On the Neutrality of Money in CEE (EU Member) States: A Panel Cointegration Analysis

... of cointegration is in itself suf- ficient for rejecting the money neutrality ...that cointegration tests should be considered as an integral part of neutrality tests and not only as a diagnostic ...

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Fiscal Decentralization and Economic Growth in Morocco: A Panel Cointegration Analysis

Fiscal Decentralization and Economic Growth in Morocco: A Panel Cointegration Analysis

... The main question of this section as well as the next one is to know the distinction between the long-term and short-term effects of fiscal decentralization on economic growth through panel cointegration. ...

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Does trade openness affect manufacturing growth in EMCCA countries? A panel cointegration analysis

Does trade openness affect manufacturing growth in EMCCA countries? A panel cointegration analysis

... uses panel data covering the period from 1984 to 2014, panel cointegration as well as Dynamic Ordinary Least Square method to investigate the effect of trade openness on manufacturing growth in ...

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Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests

Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests

... a panel of G7 ...new panel co- integration test in a nonlinear smooth transition regression framework and estimate nonlinear panel vector error correction ...linear panel cointegration ...

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Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration

Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration

... the Panel cointegration approach between current share price and past share price in the light unknown structural break on the daily data of 75 selected firms over the period June 2004 to March 2014, ...

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Electricity Demand in MENA Countries: A Panel Cointegration Analysis

Electricity Demand in MENA Countries: A Panel Cointegration Analysis

... a panel unit root, the issue arises whether there exists a long-run equilibrium relationship between the ...for panel cointegration that allows both for heterogeneity in the intercepts and slopes of ...

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