Matches in SemOpenAlex for { <https://semopenalex.org/work/W2133537763> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2133537763 endingPage "1050" @default.
- W2133537763 startingPage "1033" @default.
- W2133537763 abstract "This article proposes a new likelihood-based panel cointegration rank test which extends the test of Örsal and Droge (2014 Örsal, D. D. K., Droge, B. (2014). Panel cointegration testing in the presence of a time trend. Computational Statistics and Data Analysis 76:377–390.[Crossref], [Web of Science ®] , [Google Scholar]) (henceforth panel SL test) to dependent panels. The dependence is modelled by unobserved common factors which affect the variables in each cross-section through heterogeneous loadings. The data are defactored following the panel analysis of nonstationarity in idiosyncratic and common components (PANIC) approach of Bai and Ng (2004 Bai, J., Ng, S. (2004). A PANIC attack on unit roots and cointegration. Econometrica 72(4):1127–1177.[Crossref], [Web of Science ®] , [Google Scholar]) and the cointegrating rank of the defactored data is then tested by the panel SL test. A Monte Carlo study demonstrates that the proposed testing procedure has reasonable size and power properties in finite samples." @default.
- W2133537763 created "2016-06-24" @default.
- W2133537763 creator A5005803536 @default.
- W2133537763 creator A5013207089 @default.
- W2133537763 date "2016-07-11" @default.
- W2133537763 modified "2023-09-24" @default.
- W2133537763 title "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence" @default.
- W2133537763 cites W1908580205 @default.
- W2133537763 cites W1963599873 @default.
- W2133537763 cites W1975395389 @default.
- W2133537763 cites W1993798391 @default.
- W2133537763 cites W1994110039 @default.
- W2133537763 cites W1999913350 @default.
- W2133537763 cites W2007662280 @default.
- W2133537763 cites W2041548299 @default.
- W2133537763 cites W2082160098 @default.
- W2133537763 cites W2090938750 @default.
- W2133537763 cites W2099652712 @default.
- W2133537763 cites W2100077709 @default.
- W2133537763 cites W2100641458 @default.
- W2133537763 cites W2107492725 @default.
- W2133537763 cites W2110457202 @default.
- W2133537763 cites W2110842229 @default.
- W2133537763 cites W2134956854 @default.
- W2133537763 cites W2143687803 @default.
- W2133537763 cites W2159706540 @default.
- W2133537763 cites W3122205792 @default.
- W2133537763 cites W4230206799 @default.
- W2133537763 cites W4248839418 @default.
- W2133537763 doi "https://doi.org/10.1080/07474938.2016.1183070" @default.
- W2133537763 hasPublicationYear "2016" @default.
- W2133537763 type Work @default.
- W2133537763 sameAs 2133537763 @default.
- W2133537763 citedByCount "19" @default.
- W2133537763 countsByYear W21335377632013 @default.
- W2133537763 countsByYear W21335377632014 @default.
- W2133537763 countsByYear W21335377632015 @default.
- W2133537763 countsByYear W21335377632017 @default.
- W2133537763 countsByYear W21335377632020 @default.
- W2133537763 countsByYear W21335377632021 @default.
- W2133537763 countsByYear W21335377632022 @default.
- W2133537763 crossrefType "journal-article" @default.
- W2133537763 hasAuthorship W2133537763A5005803536 @default.
- W2133537763 hasAuthorship W2133537763A5013207089 @default.
- W2133537763 hasBestOaLocation W21335377632 @default.
- W2133537763 hasConcept C105795698 @default.
- W2133537763 hasConcept C114614502 @default.
- W2133537763 hasConcept C145162277 @default.
- W2133537763 hasConcept C149782125 @default.
- W2133537763 hasConcept C151730666 @default.
- W2133537763 hasConcept C162324750 @default.
- W2133537763 hasConcept C164226766 @default.
- W2133537763 hasConcept C19499675 @default.
- W2133537763 hasConcept C195561663 @default.
- W2133537763 hasConcept C2777267654 @default.
- W2133537763 hasConcept C33923547 @default.
- W2133537763 hasConcept C41008148 @default.
- W2133537763 hasConcept C6422946 @default.
- W2133537763 hasConcept C86803240 @default.
- W2133537763 hasConceptScore W2133537763C105795698 @default.
- W2133537763 hasConceptScore W2133537763C114614502 @default.
- W2133537763 hasConceptScore W2133537763C145162277 @default.
- W2133537763 hasConceptScore W2133537763C149782125 @default.
- W2133537763 hasConceptScore W2133537763C151730666 @default.
- W2133537763 hasConceptScore W2133537763C162324750 @default.
- W2133537763 hasConceptScore W2133537763C164226766 @default.
- W2133537763 hasConceptScore W2133537763C19499675 @default.
- W2133537763 hasConceptScore W2133537763C195561663 @default.
- W2133537763 hasConceptScore W2133537763C2777267654 @default.
- W2133537763 hasConceptScore W2133537763C33923547 @default.
- W2133537763 hasConceptScore W2133537763C41008148 @default.
- W2133537763 hasConceptScore W2133537763C6422946 @default.
- W2133537763 hasConceptScore W2133537763C86803240 @default.
- W2133537763 hasIssue "10" @default.
- W2133537763 hasLocation W21335377631 @default.
- W2133537763 hasLocation W21335377632 @default.
- W2133537763 hasLocation W21335377633 @default.
- W2133537763 hasLocation W21335377634 @default.
- W2133537763 hasLocation W21335377635 @default.
- W2133537763 hasOpenAccess W2133537763 @default.
- W2133537763 hasPrimaryLocation W21335377631 @default.
- W2133537763 hasRelatedWork W1480219734 @default.
- W2133537763 hasRelatedWork W1492112040 @default.
- W2133537763 hasRelatedWork W1594993330 @default.
- W2133537763 hasRelatedWork W2785801163 @default.
- W2133537763 hasRelatedWork W2964905160 @default.
- W2133537763 hasRelatedWork W3122211394 @default.
- W2133537763 hasRelatedWork W3123655359 @default.
- W2133537763 hasRelatedWork W3123758519 @default.
- W2133537763 hasRelatedWork W3125715064 @default.
- W2133537763 hasRelatedWork W3146347464 @default.
- W2133537763 hasVolume "37" @default.
- W2133537763 isParatext "false" @default.
- W2133537763 isRetracted "false" @default.
- W2133537763 magId "2133537763" @default.
- W2133537763 workType "article" @default.