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Testing finance growth nexus : an Auto Regressive Distributed Lag (ARDL) methodology approach for selected SAARC countries

Ellahi, Nazima; Khan, Muhammad Arshad - In: South Asian journal of management : SAJM 18 (2011) 2, pp. 76-91

Persistent link: https://www.econbiz.de/10009266661

Revisting purchasing power parity for nine transition countries using the rank test for nonlinear cointegration

Chang, Tsangyao; Chiu, Chi-chen; Tzeng, Han-wen - In: Romanian journal of economic forecasting 14 (2011) 2, pp. 19-30

Persistent link: https://www.econbiz.de/10009487900

Meta-analytic cointegrating rank tests for dependent panels

Karaman Örsal, Deniz Dilan; Arsova, Antonia - 2015

This paper proposes two new panel cointegrating rank tests which are robust to cross-sectional dependency. The dependence in the data generating process is modeled using unobserved common factors. The new tests are based on a metaanalytic approach, in which the p-values of the individual...

Persistent link: https://www.econbiz.de/10011392830

Testing Weak Exogeneity in Cointegrated Panels

Moral-Benito, Enrique - 2014

weak exogeneity in panel cointegration models. The test has a limiting Gumbel distribution that is obtained by first …

Persistent link: https://www.econbiz.de/10011396326

Residual-based test for fractional cointegration

Wang, Bin; Wang, Man; Chan, Ngai Hang - In: Economics letters 126 (2015), pp. 43-46

Persistent link: https://www.econbiz.de/10011376390

The relationship between debt level and fiscal sustainability in Organization for Economic Cooperation and Development countries

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Economic inquiry : journal of the Western Economic … 53 (2015) 1, pp. 129-149

Persistent link: https://www.econbiz.de/10011342733

Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models

Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2015

Persistent link: https://www.econbiz.de/10011348908

Confidence sets for the break date based on optimal tests

Kurozumi, Eiji; Yamamoto, Yohei - 2015

Persistent link: https://www.econbiz.de/10011349992

Improved likelihood ratio tests for cointegration rank in the VAR model

Boswijk, Herman Peter; Jansson, Michael; Nielsen, … - In: Journal of econometrics 184 (2015) 1, pp. 97-110

Persistent link: https://www.econbiz.de/10011326813

A test for the null of multiple conintegration vectors

Fernández Macho, Francisco Javier - 2013

Persistent link: https://www.econbiz.de/10009769072

A service of the