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The health–income nexus for Malaysia : ARDL cointegration and Rao’s F-test for causality

Tang, Chor Foon - In: Asian Journal of Empirical Research 2 (2012) 1, pp. 1-8

apply the bounds testing approach to cointegration and the system-wise Rao’s F-test with bootstrap simulation procedure. The … running from real income to health care expenditure in Malaysia. -- cointegration ; causality ; health-income nexus ; Malaysia …

Persistent link: https://www.econbiz.de/10009721101

Public expenditures and economic growth : was Wagner right? : evidence from Turkey

Uzuner, Gizem; Bekun, Festus Victor; Akadiri, Seyi - In: Academic journal of economic studies 3 (2017) 2, pp. 36-40

Persistent link: https://www.econbiz.de/10011684623

Exports and capacity constraints : a smooth transition regression model for six euro area countries

Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2013

Traditional specifications of export equations incorporate foreign demand as a demand pull factor and the real exchange rate as a relative price variable. However, such standard export equations have failed to explain the export performance of euro area countries during the crisis period. In...

Persistent link: https://www.econbiz.de/10010195462

Exports and capacity constraints : a smooth transition regression model for six euro area countries

Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2013

Persistent link: https://www.econbiz.de/10010255111

Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity

Cai, Biqing - 2015

This paper considers a nonlinear time series model associated with both nonstationarity and endogeneity. The proposed model is then estimated by a nonparametric series method. An asymptotic theory is established in both point-wise and the space metric sense for the estimator. The Monte Carlo...

Persistent link: https://www.econbiz.de/10013014831

Hermite Series Estimation in Nonlinear Cointegrating Models

Cai, Biqing - 2013

This paper discusses nonparametric series estimation of integrable cointegration models using Hermite functions. We …

Persistent link: https://www.econbiz.de/10013078209

Model selection procedures in bounds test of cointegration : theoretical comparison and empirical evidence

Badshah, Waqar; Bulut, Mehmet - In: Economies : open access journal 8 (2020) 2/49, pp. 1-23

cointegration for model selection. The aim of this paper was twofold; one was to evaluate the performance of these five routinely … (Brazil, Russia, India, China and South Africa) countries using Bounds cointegration test. It was found that information …

Persistent link: https://www.econbiz.de/10012238626

Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics

Nielsen, Morten Ørregaard - 2004

We propose a Lagrange Multiplier test of the null hypothesis of cointegration in fractionally cointegrated models. The …

Persistent link: https://www.econbiz.de/10014071206

An Efficient, Three-Step Algorithm for Estimating Error-Correction Models with an Application to the U.S. Macroeconomy

Boldin, Michael D. - 1998

when iterated gives maximum likelihood estimates of cointegration effects. Most important, the algorithm can handle … different levels of cointegration, over-identified systems, breaks in trend, and complicated specifications for the short …

Persistent link: https://www.econbiz.de/10014071416

Purchasing Power Parity in High Inflation Countries : A Cointegration Analysis of Integrated Variables with Trend Breaks

Zhou, Su - 1998

test PPP using Johansen's (1988) multivariate cointegration technique. The cointegration tests are conducted with the …

Persistent link: https://www.econbiz.de/10014071881