A stochastic convergence analysis for selected East Asian and Pacific countries : a Fourier unit root test approach
Veli Yilanci (Sakarya University, Turkey), Ercan Saridoğan (Istanbul University, Turkey), Okşan Artar (Istanbul Commerce University, Turkey)
| Year of publication: |
September 2014
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|---|---|
| Authors: | Yilanci, Veli ; Saridoğan, Ercan ; Artar, Okşan |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 21.2014, 9, p. 51-60
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| Subject: | stochastic convergence | Fourier function | stationarity | East Asian countries | structural breaks | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Stochastischer Prozess | Stochastic process | Ostasien | East Asia | Wirtschaftliche Konvergenz | Economic convergence | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Asiatisch-pazifischer Raum | Asia-Pacific region | Südkorea | South Korea |