(Panel Unit Roots and Co-Integration)

2013 ◽  
Author(s):  
Georgi Marinov
Keyword(s):  
Unit Roots ◽  
Panel Unit Roots

scholarly journals An Intersection Test for Panel Unit Roots

2012 ◽  
Vol 32 (2) ◽  
pp. 183-203 ◽  
Author(s):  
Christoph Hanck
Keyword(s):  
Unit Roots ◽  
Panel Unit Roots ◽  
Intersection Test

Trade and Convergence: Empirical Evidence from BRICS Countries

2021 ◽  
pp. 097215092199305
Author(s):  
Kuldeep Kumar Lohani
Keyword(s):  
Trade Liberalization ◽  
Convergence Rates ◽  
Unit Roots ◽  
Income Convergence ◽  
Conditional Convergence ◽  
Panel Unit Roots ◽  
Brics Countries ◽  
Trading Partners ◽  
Single Difference ◽  
Economic Bloc

The present article attempts to analyse trade and per capita income convergence for the BRICS countries. The effects of economic bloc formation on their trade and income distribution or convergence (divergence) among the countries have been analysed. To observe the effect of trade on convergence rates, intra-trade group, single difference approach and panel unit roots tests have been used. The convergence measure is estimated between BRICS countries and their major trading partners from post-trade liberalization period. The study revealed that BRICS countries converged over the study period. However, the evidence on post-BRICS economic bloc formation shows an insignificant relationship. The results of the analysis of post-trade liberalization of BRICS countries vary among the BRICS countries. Further, panel unit roots test results confirm that conditional convergence is taking place within BRICS bloc and all export-based groups except for Indian economy and import-based groups. Besides, absolute convergence has been confirmed for all the groups. Thus, the study suggests the need of BRICS countries to actively engage in trade and investment activities.

Testing for panel unit roots in the presence of spatial dependency

2013 ◽  
Vol 45 (29) ◽  
pp. 4152-4159
Author(s):  
Kristofer Månsson ◽  
Ghazi Shukur ◽  
Pär Sjölander
Keyword(s):  
Unit Roots ◽  
Spatial Dependency ◽  
Panel Unit Roots
Sign in / Sign up

Export Citation Format

Share Document