๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test

โœ Scribed by Chi-Keung Marco Lau


Book ID
106569469
Publisher
Springer US
Year
2009
Tongue
English
Weight
200 KB
Volume
16
Category
Article
ISSN
1083-0898

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Nonlinear behaviour of the Chinese SSEC
โœ Xi-Yuan Qian; Fu-Tie Song; Wei-Xing Zhou ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 349 KB

We have investigated the behaviour of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model with a unit root developed by Caner and Hansen. The method allows us to simultaneously consider nonst

Are real exchange rates stationary based
โœ Jyh-Lin Wu; Show-Lin Chen ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 151 KB

Recently, there have been many studies that apply the panel unit-root test of to support the validity of long-run purchasing power parity (PPP) for industrial countries. This paper applies two recently developed panel unit-root tests, provided by Im et al. (1995) and , respectively, to re-examine t