ListarDepartament: Economia por tema "Unit roots"
Mostrando ítems 1-4 de 4
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A “SURE” approach to testing for convergence in regional integrated areas: an application to output convergence in Mercosur
Center for International Economics, Sejong Institution (2008-03)In this paper we propose the use of a sequential multivariate approach to test for convergence. These tests allow us to reconcile the time series literature with the cross-sectional dimension which is basic when testing ... -
Is the environmental performance of industrialized countries converging? A 'SURE' approach to testing for convergence
Elsevier (2008)In this paper, we test for convergence in the environmental performance of a sample of OECD countries, with data ranging from 1971 to 2002. First, we use Data Envelopment Analysis (DEA) to compute two environmental performance ... -
Nonlinear trend stationarity of the Real Exchange Rates of Mediterranean countries
Inderscience (2008)The aim of this article is to provide additional evidence on the fulfillment of the Purchasing Power Parity hypothesis in the so-called Mediterranean countries. In order to test for the empirical validity of such ... -
Smooth transitions, asymmetric adjustment and unit roots
Taylor & Francis (2014)The aim of this article is to develop a unit root test that takes into account two sources of nonlinearites in data, i.e. asymmetric speed of mean reversion and structural changes. The asymmetric speed of mean reversion ...