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Foreign Direct Investment Inward and Foreign Direct Investment Outward : Evidence from Panel Unit Root and Cointegration Tests with a Certain Number of Structural Changes
Apergis, Nicholas - 2008
This paper examines empirically the association between foreign direct investment inward and foreign direct investment … panel cointegration tests with a certain number of structural changes, the empirical findings show that FDI inward does …
Persistent link: https://www.econbiz.de/10014050198
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Remittances and economic growth in Mexico : an empirical study with structural breaks, 1970 - 2010
Ramírez, Miguel D. - In: Business and Economic Research : BER 4 (2014) 1, pp. 351-373
Persistent link: https://www.econbiz.de/10010380138
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Public and foreign investment spending in the argentine case : a cointegration analysis with structural breaks, 1960-2015
Ramírez, Miguel D. - In: Bulletin of applied economics 7 (2020) 2, pp. 49-76
Persistent link: https://www.econbiz.de/10012813834
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Dynamic Linkages between FDI Inflows and Domestic Investment : A Panel Cointegration Approach
Apergis, Nicholas; Katrakilidis, Constantinos; Tabakis, … - 2013
This paper analyzes the dynamic relationship between FDI inflows and domestic investment for a panel of selected … countries by means of panel cointegration and causality techniques. Specifically, the paper provides empirical evidence … regarding the existence of possible crowding in or crowding out effects between FDI inflows and domestic investment, accounting …
Persistent link: https://www.econbiz.de/10014162096
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Two-step LM unit root tests with trend-breaks
Lee, Junsoo; Strazicich, Mark; Meng, Ming - In: Journal of statistical and econometric methods 1 (2012) 2, pp. 81-107
In this paper, we consider and examine the performance of two-step LM unit root tests with trend-breaks. In the first step, we jointly test for the existence and location of breaks using a maximum F-test. In the second step, we utilize the identified breaks and test for a unit root. A...
Persistent link: https://www.econbiz.de/10009769986
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Seasonal unit root tests under structural breaks
Hassler, Uwe; Rodrigues, Paulo M. M. - 2002
In this paper, several seasonal unit root tests are analysed in the context of structural breaks at known time and a new break corrected test is suggested. We show that the widely used HEGY test as well as an LM variant thereof are asymptotically robust to seasonal mean shifts of finite...
Persistent link: https://www.econbiz.de/10011524510
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Unit root tests for time series with a structural break : when the break point is known
Lütkepohl, Helmut; Müller-Kademann, Christian; … - 1999
Unit root tests for time series with level shifts are considered. The level shift is assumed to occur at a known time point. In contrast to some other proposals the level shift is modeled as part of the intercept term of the stationary component of the data generation process which is separated...
Persistent link: https://www.econbiz.de/10009580481
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Two types of unit root tests which accommodate a structural level shift at a known point in time are extended to the situation where the break date is unknown. It is shown that for any estimator for the break date the tests have the same asymptotic distribution as the corresponding tests under...
Persistent link: https://www.econbiz.de/10009613596
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A Nonlinear Unit Root Test in the Presence of an Unknown Break
Popp, Stephan - 2008
The Perron test is the most commonly applied procedure to test for a unit root in the presence of a structural break of unknown timing in the trend function. Deriving the Perron-type test regression from an unobserved component model, it is shown that the test regression in fact is nonlinear in...
Persistent link: https://www.econbiz.de/10012724361
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On Trend, Breaks and Initial Condition in Unit Root Testing
Skrobotov, Anton - 2020
Recent approaches in unit root testing that take into account the influences of the initial condition, trend, and breaks in the data using pre-testing and performing the union of rejection testing strategies based on the information obtained. This allows for the use of more powerful tests, if...
Persistent link: https://www.econbiz.de/10012856651