Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Christian Gengenbach"'
Autor:
Christian Mayer, Hendrik Herold, Inken Müller, Gotthard Meinel, Elaine Zaunseder, Hannes Taubenböck, Beatrix Weber, Thilo Erbertseder, Vignesh Srinivasan, Stefan Jäger, Thomas Meiers, Christian Gengenbach, Ahmed Osman, Lisanne Petry, Elena Kalusche
Publikováno v:
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, Vol XLIV-4-W2-2020, Pp 37-43 (2020)
This paper proposes a novel approach to facilitate air quality aware decision making and to support planning actors to take effective measures for improving the air quality in cities and regions. Despite many improvements over the past decades, air p
Publikováno v:
Journal of Applied Econometrics. 31:982-1004
This paper develops panel data tests for the null hypothesis of no error correction in a model with common stochastic trends. The asymptotic distributions of the new test statistics are derived and simulation results are provided to suggest that they
Publikováno v:
De Economist, 162(1), 19-40. Springer
The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test th
Publikováno v:
Economics Letters, 118(3), 485-488. Excerpta Medica, Elsevier Science
In this paper, we consider a cointegrated panel data model with non-stationary common factors, which, because of its appeal in many economic applications, has received much attention in the recent literature. By deriving a Granger-type representation
Publikováno v:
Econometric Reviews, 29(2), 111-145. Routledge/Taylor & Francis Group
Several panel unit root tests that account for cross section dependence using a common factor structure have been proposed in the literature recently, notably Pesaran (2003), Moon and Perron (2004) and Bai and Ng (2004). This paper is aimed at compar
Publikováno v:
Oxford Bulletin of Economics and Statistics. 68:683-719
Panel unit‐root and no‐cointegration tests that rely on cross‐sectional independence of the panel unit experience severe size distortions when this assumption is violated, as has, for example, been shown by Banerjee, Marcellino and Osbat [Econo
The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7eb44704b1f38455b43405677682e816
http://www.cesifo-group.de/DocDL/cesifo1_wp4513.pdf
http://www.cesifo-group.de/DocDL/cesifo1_wp4513.pdf