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Structural breaks, parameter stability and energy demand modeling in Nigeria
Omisakin, Olusegun A.; Adeniyi, Oluwatosin A.; … - In: International Journal of Economic Sciences and Applied … 5 (2012) 2, pp. 129-144
conventional residual-based cointegration tests employed fail to identify any meaningful long run relationship in both functions …, the Gregory- Hansen structural break cointegration approach confirms the cointegration relationships despite the …
Persistent link: https://www.econbiz.de/10010289392
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Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria
Omisakin, Olusegun A.; Oyinlola, Abimbola M.; Adeniyi, … - In: International Journal of Energy Economics and Policy 2 (2012) 1, pp. 1-9
techniques. While the conventional residual-based cointegration tests employed fail to identify any meaningful long …-run relationship in the gasoline function, the Gregory-Hansen structural break cointegration approach confirms the cointegration … that a structural break in the cointegration vector is important and needs to be taken care of in the specification of …
Persistent link: https://www.econbiz.de/10009391458
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Human capital and economic growth: Pakistan, 1960 - 2003
Abbasa, Qaisar; Foreman-Peck, James - 2007
This paper investigates the relationship between human capital and economic growth in Pakistan with time series data. Estimated with the Johansen (1991) approach, the aggregate production function rejects one version of the endogenous growth formulation. But the fitted model indicates that the...
Persistent link: https://www.econbiz.de/10010322752
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Multicointegration in US consumption data
Siliverstovs, Boriss - 2003
The present paper tests for the existence of multicointegration between real per capita private consumption expenditure and real per capita disposable personal income in the USA. In doing so, we exploit the fact that the flows of disposable income and consumption expenditure on the one hand, and...
Persistent link: https://www.econbiz.de/10011439261
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Multicointegration in US consumption data
Siliverstovs, Boriss - 2003
The present paper tests for the existence of multicointegration between real per capita private consumption expenditure and real per capita disposable personal income in the USA. In doing so, we exploit the fact that the flows of disposable income and consumption expenditure on the one hand, and...
Persistent link: https://www.econbiz.de/10010260704
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Modeling Gasoline Demand with Structural Breaks : New Evidence from Nigeria
Omisakin, Dr. Olusegun A. - 2012
techniques. While the conventional residual-based cointegration tests employed fail to identify any meaningful long …-run relationship in the gasoline function, the Gregory-Hansen structural break cointegration approach confirms the cointegration … that a structural break in the cointegration vector is important and needs to be taken care of in the specification of …
Persistent link: https://www.econbiz.de/10013099898
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Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria
Omisakin, Dr. Olusegun A. - 2012
conventional residual-based cointegration tests employed fail to identify any meaningful long run relationship in both functions …, the Gregory-Hansen structural break cointegration approach confirms the cointegration relationships despite the …
Persistent link: https://www.econbiz.de/10013100008
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Determinants of Growth in an Error-Correction Model for El Salvador
Morales Bueno, Armando - 2006
An error-correction model identifies determinants of growth consistent with results from panel regressions based on a standard Cobb-Douglas production function for El Salvador for 1970-1995, with structural factors affecting the technology variable and macroeconomics and expectations explaining...
Persistent link: https://www.econbiz.de/10012782205
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Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan : Evidence from Unrestricted Purchasing Power Parity Theory
Khan, Muhammad Arshad - 2017
1982Q2-2005Q4. Using cointegration and vector error-correction modeling approaches, we find considerable support for the …
Persistent link: https://www.econbiz.de/10012941872
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Structural breaks, parameter stability and energy demand modeling in Nigeria
Omisakin, Olusegun A.; Adeniyi, Oluwatosin A.; … - In: International journal of economic sciences and applied … 5 (2012) 2, pp. 129-144
conventional residual-based cointegration tests employed fail to identify any meaningful long run relationship in both functions …, the Gregory- Hansen structural break cointegration approach confirms the cointegration relationships despite the … ; structural breaks ; parameter stability ; cointegration …
Persistent link: https://www.econbiz.de/10009632662