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This paper presents a 2-regime SETAR model with different long-memory processes in both regimes. We briefly present the memory properties of this model and propose an estimation method. Such a process is applied to the absolute and squared returns of five stock indices. A comparison with simple...
Persistent link: https://www.econbiz.de/10010750892
This paper presents a 2-regime SETAR model with a long-memory process in the first regime and a short-memory process in the second regime. We briefly introduce the properties of this model and methods for locating the threshold parameter are proposed. Such a process is applied to stock indices...
Persistent link: https://www.econbiz.de/10008790799
This paper presents a 2-regime SETAR model with different longmemory processes in both regimes. We briefly present the memory properties of this model and propose an estimation method. Such a process is applied to the absolute and squared returns of five stock indices. A comparison with simple...
Persistent link: https://www.econbiz.de/10008794815
towards China's decentralization of environment policy implementation as well as its fiscal arrangements. …
Persistent link: https://www.econbiz.de/10009651572
Since the inception of economic reforms, China in 1978 and Vietnam in 1986, both countries have become successful … between China and Vietnam?" through a comparative study of the FDI determinants. In other words, this paper revisits the … determinants of FDI into China and Vietnam by employing an augmented gravity model and using a panel dataset containing information …
Persistent link: https://www.econbiz.de/10009651580
R&D and innovation have become much more strategic than ever before for the growth of China as well as for its global … perspective explaining the legacy of the past in today's choices. In the second part, we illustrate China's catching up strategy …
Persistent link: https://www.econbiz.de/10009654257
rural household survey conducted in Wuwei county (Anhui province, China) in 2008. We apply two complementary approaches : a …
Persistent link: https://www.econbiz.de/10009323941
This paper analyzes the changes in public-private sector earnings differentials for local residents in urban China …
Persistent link: https://www.econbiz.de/10009323945
The chapter describe the global value chain of China made jeans trousers. It shows the relation between the different …
Persistent link: https://www.econbiz.de/10009402082
Mirando los actos y hablando con los diferentes actores (empresarios chinos y occidentales, obreros, poderos politicos, sindicalistas)
Persistent link: https://www.econbiz.de/10009402086