Browsing Faculté des arts et des sciences – Département de sciences économiques by Subject "panel data"

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  • Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 

    MOON, Hyungsik Roger; Perron, Benoit (Université de Montréal. Département de sciences économiques., 2009-10)
    Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can ...

  • Finance and Growth : Empirical Evidence from Developing Countries, 1960-1990 

    TRABELSI, Mohammed (Université de Montréal. Département de sciences économiques., 2002)
    This paper examines the empirical relationship between financial intermediation and economic growth using cross-country and panel data regressions for 69 developing countries for the 1960-1990 period. The main results are : (i) financial development ...

  • Testing for a Unit Root in Panels with Dynamic Factors 

    MOON, Hyungsik Roger; Perron, Benoit (Université de Montréal. Département de sciences économiques., 2002)
    This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. ...