Panel cointegration tests of the Fisher effect
By Joakim Westerlund. 2006
1,093 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/ff27a0def08274f495e6711a3c7d81770a0a4ea4
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In Economics and Econometrics
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Citations in the corpus
- How renewable energy consumption contribute to environmental quality? The role of education in OECD countries (2020, methodology): “Therefore, we use the Westerlund (2008) cointegration test, which is based on Durbin-Hausman (DH) principle, to examine the long-run relationship among the variables.”
- Renewable and Nonrenewable Energy Consumption, Economic Growth, and Emissions: International Evidence (2020, methodology): “8 Since all variables are integrated of order one, this study examines the cointegration relationship among the variables of interest EMI, RES, NES, K, L, Y and GOV using the Durbin Hausman group mean test (DHg) and panel test (DHp) developed by Westerlund (2008).”
- Does ICT trade facilitate renewable energy transition and environmental sustainability? Evidence from Bangladesh, India, Pakistan, Sri Lanka, Nepal and Maldives (2020, methodology): “The two group-mean test statistics Gt and Ga and the two panel test statistics Pt and Pa within the Westerlund (2007) cointegration analysis can be expressed as: Gt ¼ 1 N X N i¼1 âi SE âið Þ ð12Þ Ga ¼ 1 N X N i¼1 T âi âi 1ð Þ ð13Þ Pt ¼ âi SE âið Þ ð14Þ Pa ¼ T â: ð15Þ Additionally, the Durbin–”
- Determinants of CO2 Emissions in Emerging Markets: An Empirical Evidence from MINT Economies (2020, methodology): “Therefore, the main contribution of this paper to the literature is utilizing the westerlund cointegration test proposed by Westerlund (2008) which is a second generation test to explore the long-run cointegration in the MINT economies.”
- Environmental Kuznets Curve hypothesis and the role of globalization in selected African countries (2016, methodology): “Using the Westerlund (2008) panel cointegration test and the FMOLS, the authors are able to provide evidence for EKC hypothesis in three countries, including UAE, Egypt, and Lebanon.”