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The panel unit root test

An Improved Panel Unit Root Test Using GLS-Detrending

An Improved Panel Unit Root Test Using GLS-Detrending

... ADF unit root ...the unit root hypothesis when applied to highly persistent time series with a limited ...cient panel unit root test allowing a more reliable ...

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A nonlinear panel unit root test under cross section dependence

A nonlinear panel unit root test under cross section dependence

... of panel unit root tests allowing for cross-section dependence have been proposed in the ...heterogeneous panel unit root test for testing the null hypothesis of ...

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Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks

Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks

... nonlinear panel unit root test with smooth breaks via bootstrapping simulations under the null of a random walk for the optimal frequency obtained in step 1 for each ASEAN ...a unit ...

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Why not use standard panel unit root test for testing PPP

Why not use standard panel unit root test for testing PPP

... some panel unit root test statistics when testing the PPP ...the panel and when the correlation between the base price level and the other price levels decreases in absolute ...three ...

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A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

... for unit roots in heterogeneous panels has at- tracted a great of deal ...the panel were cross-sectionally independently ...the panel unit root test could partly deal with the ...

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A Nonlinear Panel Unit Root Test under Cross Section Dependence

A Nonlinear Panel Unit Root Test under Cross Section Dependence

... of panel unit root tests allowing for cross section dependence have been pro- posed in the ...heterogeneous panel unit root test for testing the null hypothesis of ...

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Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity

Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity

... augmented panel unit root test (CIPS ...CIPS test could be extremely robust versus the two types of heteroskedasticity in the unobserved common ...

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A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

... a panel unit root test, denoted PSC test, which is based on the averages of the individual Blake and Kapetanios [ 2003 ] ...PSC test by using bootstrap techniques to account for ...

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Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test

Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test

... A PANEL UNIT ROOT TEST This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period 1950 to ...ADF unit root test on single time ...

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Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test

Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test

... A PANEL UNIT ROOT TEST This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period 1950 to ...ADF unit root test on single time ...

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Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test

Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test

... A PANEL UNIT ROOT TEST This paper examines the stationarity of real GDP per capita for 27 OECD countries during the period 1950 to ...ADF unit root test on single time ...

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Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries

Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries

... ordered panel statistics one can, in principle, identify the individual cross-section where the panel test statistic first rejects the unit root ...this test statistic contain ...

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Some Cautions on the Use of the LLC Panel Unit Root Test

Some Cautions on the Use of the LLC Panel Unit Root Test

... parametric test are even ...smallest panel with 50 time series and 10 cross-sectional ...modified test is expected to grow with the sample ...semiparametric test tend to be more powerful, the ...

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A Robust Panel Unit Root Test in the Presence of Cross Sectional Dependence

A Robust Panel Unit Root Test in the Presence of Cross Sectional Dependence

... standard unit root test which is normally distributed ( Philips & Sul, 2003 ; Banerjee, 1999 ...robust unit root test in the panel data model is proposed which aims at ...

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LM Unit Root Test with Panel Data: A Test Robust To Structural Changes

LM Unit Root Test with Panel Data: A Test Robust To Structural Changes

... new panel unit root test based on the Lagrangian multiplier (LM) ...The panel LM test based on the pooled likelihood function is given as the sum of the N individual LM ...

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Panel unit root and cointegration test of purchasing power parity : A study of selected African countries

Panel unit root and cointegration test of purchasing power parity : A study of selected African countries

... 1: Panel Unit-Root Test Results without Linear Trend……………………47 Table ...2: Panel Unit-Root Test Results with Linear ...Shin Unit Root Test ...

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An intersection test for panel unit roots

An intersection test for panel unit roots

... new panel unit root test based on Simes’ [Biometrika 1986, “An Improved Bonferroni Procedure for Multiple Tests of Significance”] classical intersection ...The test is robust to general ...

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An intersection test for panel unit roots

An intersection test for panel unit roots

... a panel test. Our goal therefore is to provide a new panel unit root test that alleviates these potential ...The test is based on Simes’ [1986] classical intersection ...

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Panel Unit Root Tests in the Presence of a Multifactor Error Structure

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

... augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error ...our test procedure only requires speci…- cation of the maximum number of factors, in ...

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Panel Unit Root Tests in the Presence of a Multifactor Error Structure

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

... augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error ...our test procedure only requires specification of the maximum number of factors, in ...

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