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Testing for cointegrating rank via model selection : evidence from 165 data sets
Baltagi, Badi H.; Wang, Zijun - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10003491969
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Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets
Baltagi, Badi H.; Wang, Zijun - Center for Policy Research, Maxwell School - 2006
The model selection approach has been proposed as an alternative to the popular tests for cointegration such as the residual-based ADF test and the system-based trace test. Using information criteria, we conduct cointegration tests on 165 data sets used in published studies. The empirical...
Persistent link: https://www.econbiz.de/10005220944
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Testing for Cointegrating Rank via Model Selection : Evidence from 165 Data Sets
Baltagi, Badi H. - 2011
The model selection approach has been proposed as an alternative to the popular tests for cointegration such as the residual-based ADF test and the system-based trace test. Using information criteria, we conduct cointegration tests on 165 data sets used in published studies. The empirical...
Persistent link: https://www.econbiz.de/10013126674
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The convergence of health care expenditure in the US states
Wang, Zijun - In: Health economics 18 (2009) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10003811533
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Directed graphs, information structure and forecast combinations : an empirical examination of US unemployment rates
Wang, Zijun - In: Journal of forecasting 29 (2010) 4, pp. 353-366
Persistent link: https://www.econbiz.de/10003989756
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Dynamics and causality in industry-specific volatility
Wang, Zijun - In: Journal of banking & finance 34 (2010) 7, pp. 1688-1699
Persistent link: https://www.econbiz.de/10008649410
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The joint determinantion of the number and the type of structural changes
Wang, Zijun - In: Economics letters 93 (2006) 2, pp. 222-227
Persistent link: https://www.econbiz.de/10003391921
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Stock returns and the short-run predictability of health expenditure : some empirical evidence
Wang, Zijun - In: International journal of forecasting 25 (2009) 3, pp. 587-601
Persistent link: https://www.econbiz.de/10003877647
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Do the investment and return-on-equity factors proxy for economic risks?
Wang, Zijun - In: Financial management 42 (2013) 1, pp. 183-209
Persistent link: https://www.econbiz.de/10009735763
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The causal structure of bond yields
Wang, Zijun - In: The quarterly review of economics and finance : journal … 52 (2012) 1, pp. 93-102
Persistent link: https://www.econbiz.de/10009684181