Showing 1 - 10 of 337
We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have …
Persistent link: https://www.econbiz.de/10010273679
In this paper, we address the issue of spurious correlation in the production of health in a systematic way. Spurious correlation entails the risk of linking health status to medical (and nonmedical) inputs when no links exist. This note first presents the bounds testing procedure as a method to...
Persistent link: https://www.econbiz.de/10010315553
In the conduct of empirical macroeconomic research, unit root, cointegration, common cycle, and related test statistics … substantive effect that incorrect transformation can have on the finite sample performance of common feature and cointegration …
Persistent link: https://www.econbiz.de/10010263220
Persistent link: https://www.econbiz.de/10010233817
Persistent link: https://www.econbiz.de/10010233909
Persistent link: https://www.econbiz.de/10013169341
Persistent link: https://www.econbiz.de/10012586832
Persistent link: https://www.econbiz.de/10012622409
Persistent link: https://www.econbiz.de/10012693993
Persistent link: https://www.econbiz.de/10010192874