Fully modified OLS for heterogeneous cointegrated panels
By P. Pedroni. 2001
2,740 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/b6b4fe66e3344b173e4cd91c9ec768296c2e4fbf
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In Economics and Econometrics
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Citations in the corpus
- An Environment Kuznets Curve for GHG Emissions: A Panel Cointegration Analysis (2014, methodology): “Having found a cointegration relationship among these variables, we then estimate the long-run elasticities using the FMOLS technique due to Pedroni (2001).”
- Are there environmental Kuznets curves for US state-level CO2 emissions? (2017, methodology): “MG, GM-FMOLS, and GM-DOLS stand for standard Mean Group (Pesaran and Smith, 1995), Group Mean Fully Modified OLS (Pedroni, 2000, 2001) and Group Mean Dynamic OLS (Pedroni, 2001).”
- The Impact of Foreign Trade, Energy Consumption and Income on Co2 Emissions (2014, methodology): “To test long run cointegration vector, Fully Modified Ordinary Least Squares (FMOLS) (McCoskey and Kao, 1998: Phillips and Moon, 1999: Pedroni, 2000) and the Panel Dynamic Ordinary Least Squares (DOLS) (Mc Coskey and Kao, 1998: Kao and Chiang ,2000) methods are used.”
- Investigating the Relationship between Health and Economic Growth: Empirical Evidence from a Panel of 5 Asian Countries (2010, methodology): “We achieve this by using the group mean panel dynamic OLS (DOLS) estimator suggested by Pedroni (2001).”
- Urbanization, economic growth, and carbon dioxide emissions in China: A panel cointegration and causality analysis (2016, methodology): “In general, the DOLS technique is more reliable than the panel OLS estimation for panel data (McCoskey and Kao, 1999; Pedroni, 2000).”
- Dynamic linkages among energy consumption, environment, health and wealth in BRICS countries: Green growth key to sustainable development (2016, methodology): “The study not computed Pedroni [36] panel cointegration test as the number of regressors more than six in numbers.”