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Testing for unit roots with cointegrated data
Reed, W. Robert - 2015
This paper demonstrates that unit root tests can suffer from inflated Type I error rates when data are cointegrated. Results from Monte Carlo simulations show that three commonly used unit root tests - the ADF, Phillips-Perron, and DF-GLS tests - frequently overreject the true null of a unit...
Persistent link: https://www.econbiz.de/10011309691
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Causality nexus between trade, political instability, FDI and economic growth : Nigeria experience
Bakar, Nor'Aznin Abu; Afolabi, Luqman - In: International journal of trade and global markets 10 (2017) 1, pp. 75-82
Persistent link: https://www.econbiz.de/10011722925
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The application of production functions to Iranian higher education system
Naderi, Abolghasem - In: International journal of education economics and development 7 (2016) 1/2, pp. 53-78
Persistent link: https://www.econbiz.de/10011705146
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The impact of casinos on employment across sectors in Macau
Chang, Hsiao-chuan - In: Journal of Chinese economic and business studies 8 (2010) 4, pp. 427-444
Persistent link: https://www.econbiz.de/10009007426
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Determining the causality relationships among FDI determinants : evidence from Jordan
Bekhet, Hussain Ali; Raed Walid Al-Smadi - In: International journal of sustainable economy 6 (2014) 3, pp. 261-274
Persistent link: https://www.econbiz.de/10011311399
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Sustainability of current account deficits in India : an intertemporal perspective
Singh, Tarlok - In: Applied economics 47 (2015) 46/48, pp. 4934-4951
Persistent link: https://www.econbiz.de/10011318431
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Purchasing power parity : evidence from four CEE countries
Sadoveanu, Diana; Ghiba, Nicolae - In: Journal of academic research in economics 4 (2012) 1, pp. 80-89
Persistent link: https://www.econbiz.de/10010247067
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …
Persistent link: https://www.econbiz.de/10009786715
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Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520
Persistent link: https://www.econbiz.de/10010461196