This study examines the dynamic relationship between foreign direct investment (FDI) and total factor productivity having controlled for other channels of external openness: exports and imports in four ASEAN countries: Indonesia, Malaysia, Singapore, and Thailand. We employ the panel data analysis PDA (fixed effect and dynamic panel models) as well as the panel cointegration and Granger causali...

In this paper we investigate the long run relationship between financial depth and economic growth, trying to utilize the data in the most efficient manner via panel unit root tests and panel cointegration analysis. In addition, we use threshold cointegration tests, and dynamic panel data estimation for a panel-based vector error correction model. The long run relationship is estimated using fu...

This paper examines the asymptotics of the QMLE for unit root spatial dynamic panel data models with …xed e¤ects. When the exogenous variables or …xed e¤ects are included in the DGP, the estimate for the dynamic coe¢ cient is p nT 3 consistent and the estimates of other parameters are p nT consistent, and all of them are asymptotically normal. Also, sum of the contemporaneous spatial e¤ect and ...

Abstract This paper analyzes the nonlinear relationship between corporate ownership structure and income manipulation through accrual-based earnings management in Egyptian context. To do so, we develop a sample of 78 listed non-financial firms, covering period 2008–2017. Using dynamic panel threshold analysis approach (Seo Shin J Econom 195: 169–186, 2016), found manipulations. proves presence ...

Owing to low birth rate, the demographic dividend in China is disappearing. It thus of great significance study regional differences and influencing factors further proposing political advices on how raise rate. In this study, 31 administrative units were chosen as targets, nonlinear effects house prices financial expenditure rate extensively investigated by using a dynamic panel threshold mode...

The demand for sustainable economic growth highlights the trade off between environmental and targets. From perspective of target (EGT) management green innovation (GI) practice, in this study, we constructed dynamic panel, spatial Dubin, quantile, threshold models to measure impact EGT on GI using panel data 284 prefecture cities China from 2006 2018. results show that has a negative GI, which...

Abstract We investigate the growth effects of financial globalization, giving particular consideration to potential conditionality of these growth effects on the level of a country’s institutional and financial market development. To capture such conditionality, we extend recently developed heterogeneous dynamic panel data models to account for bivariate long-run conditional parameter homogenei...

Due to the important role of the boiler-turbine units in industries and electricity generation, it is important to diagnose different types of faults in different parts of boiler-turbine system. Different parts of a boiler-turbine system like the sensor or actuator or plant can be affected by various types of faults. In this paper, the effects of the occurrence of faults on the actuators are in...