Tests for asymmetry in possibly nonstationary dynamic panel models
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Shin, DW | - |
dc.contributor.author | Jhee, WC | - |
dc.date.accessioned | 2022-02-07T05:42:29Z | - |
dc.date.available | 2022-02-07T05:42:29Z | - |
dc.date.created | 2022-02-07 | - |
dc.date.issued | 2006-04 | - |
dc.identifier.issn | 0165-1765 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/24571 | - |
dc.description.abstract | For partly nonstationary dynamic panel models whose component series are threshold autoregressive processes having possibly unit roots, an instrumental variable method is applied to construct a Wald test and a t-bar type test whose limiting null distributions converge to a chi-square distribution and the standard normal distribution, respectively, as component series length increases to infinity. Finite sample sizes and powers of the proposed tests are investigated by a Monte Carlo simulation. (c) 2005 Elsevier B.V. All rights reserved. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER SCIENCE SA | - |
dc.subject | UNIT ROOTS | - |
dc.subject | INFERENCE | - |
dc.title | Tests for asymmetry in possibly nonstationary dynamic panel models | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Jhee, WC | - |
dc.identifier.doi | 10.1016/j.econlet.2005.09.012 | - |
dc.identifier.scopusid | 2-s2.0-33645745007 | - |
dc.identifier.wosid | 000237185500003 | - |
dc.identifier.bibliographicCitation | ECONOMICS LETTERS, v.91, no.1, pp.15 - 20 | - |
dc.relation.isPartOf | ECONOMICS LETTERS | - |
dc.citation.title | ECONOMICS LETTERS | - |
dc.citation.volume | 91 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 15 | - |
dc.citation.endPage | 20 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Business & Economics | - |
dc.relation.journalWebOfScienceCategory | Economics | - |
dc.subject.keywordPlus | UNIT ROOTS | - |
dc.subject.keywordPlus | INFERENCE | - |
dc.subject.keywordAuthor | Gaussian asymptotics | - |
dc.subject.keywordAuthor | instrumental variable estimation | - |
dc.subject.keywordAuthor | unit root test | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
94, Wausan-ro, Mapo-gu, Seoul, 04066, Korea02-320-1314
COPYRIGHT 2020 HONGIK UNIVERSITY. ALL RIGHTS RESERVED.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.