This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed for cointegration in panel data. In particular, tests for two panel models, varying intercepts and varying slopes, and varying intercepts and common slopes are presented from the literature with a total of seven tests being simulated. In all cases, results on empirical size and size-adjusted power are given
In the stochastic frontier model we extend the multivariate probability statements of Horrace (2005)...
This study measures the effect of disability insurance on labor supply and health insurance coverage...
This paper develops a social unrest measure by revising Esteban-Ray (1994, Econometrica) polarizatio...
This paper summarizes the results of other analyses by the author with regard to the importance of r...
Using two different measures of relative cohort size--one indicating the size and placement of an in...
Using detailed estimates of personal consumption expenditures at the state level for 1900, 1929, 197...
In this paper we analyze microdata to explore differences in the rates at which American and German ...
The term “microsimulation” has been linked to a range of tools and techniques that are finding growi...
In this paper we propose two classes of test statistics for detecting a break at an unknown date in ...
Using United Nations estimates of age structure and vital rates for nearly 200 nations at five-year ...
$5.00 Up-to-date information about CPR’s research projects and other activities is available from ou...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...
A fundamental property of a progressive income tax is that it provides implicit insurance against sh...
This paper focuses on the movement of data-based social policy analysis from a single-country cross-...
This paper suggests random and fixed effects spatial two-stage least squares estimators for the gene...
In the stochastic frontier model we extend the multivariate probability statements of Horrace (2005)...
This study measures the effect of disability insurance on labor supply and health insurance coverage...
This paper develops a social unrest measure by revising Esteban-Ray (1994, Econometrica) polarizatio...
This paper summarizes the results of other analyses by the author with regard to the importance of r...
Using two different measures of relative cohort size--one indicating the size and placement of an in...
Using detailed estimates of personal consumption expenditures at the state level for 1900, 1929, 197...
In this paper we analyze microdata to explore differences in the rates at which American and German ...
The term “microsimulation” has been linked to a range of tools and techniques that are finding growi...
In this paper we propose two classes of test statistics for detecting a break at an unknown date in ...
Using United Nations estimates of age structure and vital rates for nearly 200 nations at five-year ...
$5.00 Up-to-date information about CPR’s research projects and other activities is available from ou...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...
A fundamental property of a progressive income tax is that it provides implicit insurance against sh...
This paper focuses on the movement of data-based social policy analysis from a single-country cross-...
This paper suggests random and fixed effects spatial two-stage least squares estimators for the gene...
In the stochastic frontier model we extend the multivariate probability statements of Horrace (2005)...
This study measures the effect of disability insurance on labor supply and health insurance coverage...
This paper develops a social unrest measure by revising Esteban-Ray (1994, Econometrica) polarizatio...