Search Results - subject:"Sequential Panel Selection Method"

Revisiting real interest rate parity in Central and Eastern European countries: The Sequential Panel Selection Method

Chang, Hsu-Ling - In: Acta Oeconomica 64 (2014) June, pp. 181-196

This study uses the Sequential Panel Selection Method (SPSM) proposed by Chortareas and Kapetanios (2009) to …

Persistent link: https://www.econbiz.de/10011094489

Is Cash Conversion Cycles Optimum in Turkish Listed Food-Beverage Firms?

KONUK, Filiz; ZEREN, Feyyaz - In: Theoretical and Applied Economics XVIII(2014) (2014) 12(601), pp. 153-164

spanning the period 2008-2013. Cash levels of 13 firms among 15 are observed non-optimal by the aid of Sequential Panel … Selection Method (SPSM) developed by Chortareas and Kapetanios (2009). This results show most firms at food-beverage index do …

Persistent link: https://www.econbiz.de/10011119892

Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Review of Economics & Finance 4 (2014) Feburary, pp. 1-12

The Sequential Panel Selection Method (SPSM) procedure is applied to the real effective exchange rates of BRICS (Brazil …

Persistent link: https://www.econbiz.de/10010927766

Are the Global REIT Markets Efficient by a New Approach?

Fang, Hao; Lee, Yen-Hsien - In: Panoeconomicus 60 (2013) 6, pp. 743-757

panel selection method (SPSM) procedure proposed by Georgios Chortareas and George Kapetanios(2009) to test the efficiency …This study uses a panel KSS test by Nuri Ucar and Tolga Omay (2009), with a Fourier function based on the sequential …

Persistent link: https://www.econbiz.de/10010857980

Are real GDP levels nonstationary across Central and Eastern European countries?

Shen, Pei-Long; Su, Chih-Wei; Chang, Hsu-Ling - In: Baltic Journal of Economics 13 (2013) 1, pp. 99-108

This study applies the Sequential Panel Selection Method (SPSM) proposed by Chortareas and Kapetanios (2009) to …

Persistent link: https://www.econbiz.de/10010690391

Does the Law of One Price hold? : a cross-regional study of China

Liu, Tie-Ying; Su, Chi-Wei; Chang, Hsu-Ling; Xiong, De-Ping - In: Economic research 31 (2018) 1,1, pp. 592-606

Persistent link: https://www.econbiz.de/10012486504

Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data.

Aslanidis, Nektarios; Fountas, Stilianos - 2012

, the sample period. However, the sequential panel selection method reveals that the rejection of the unit root null is due …

Persistent link: https://www.econbiz.de/10010729125

Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function

Chang, Chih Kai - In: Journal for Economic Forecasting (2012) 3, pp. 58-68

This study applies the Sequential Panel Selection Method (SPSM) to test the mean reversion properties in the real …

Persistent link: https://www.econbiz.de/10010583873

Does Gibrat’s Law Hold in the Insurance Industry of China? A Test with Sequential Panel Selection Method

Pan, Guochen; Chen, Sen-Sung; Chang, Tsangyao - In: Panoeconomicus 59 (2012) 3, pp. 311-324

This study applies the Sequential Panel Selection Method to investigate whether the growth rate of total insurance …

Persistent link: https://www.econbiz.de/10010552628

Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function

Chang, Chih-kai; Chang, Tsangyao - In: Economics Bulletin 32 (2012) 1, pp. 538-550

This study applies the Sequential Panel Selection Method (SPSM) to test the mean reversion properties in the current …

Persistent link: https://www.econbiz.de/10011278639