Search Results - subject:"cointegrating regression"

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Estimating the import demand function for China

Wang, Yi-hsien; Lee, Jun-de - In: Economic modelling 29 (2012) 6, pp. 2591-2596

Persistent link: https://www.econbiz.de/10009673652

Cointegrating Regressions with Time Heterogeneity

Kim, Chang Sik; Park, Joon - In: Econometric Reviews 29 (2010) 4, pp. 397-438

This article considers the cointegrating regression with errors whose variances change smoothly over time. The model …

Persistent link: https://www.econbiz.de/10008503106

The Shape of Ideas Production Function in Transition and Developing Economies: Evidence from China

Ying, Long Gen - In: International Regional Science Review 31 (2008) 2, pp. 185-206

This article contributes to the empirical understanding of ideas production in transition and developing economies from an international knowledge spillover perspective. Based on an extended form of the ideas production function of a nonscale endogenous growth model, the article estimates the...

Persistent link: https://www.econbiz.de/10010775049

Expectations and Equilibrium in High-Grade Australian Bond Markets

In, Francis; Batten, Jonathan A. - In: Review of Pacific Basin Financial Markets and Policies … 08 (2005) 04, pp. 573-592

Cointegrating Regression (CCR) technique developed by Econometrica 60 (1992) 119. Our findings provide evidence only for equilibrium …

Persistent link: https://www.econbiz.de/10005047237

Longrun Relationships Evolving Over Time

Park, Joon Y.; park, Jonghan - Institute for Economic Research, Division of Economics - 1999

This paper considers the cointegrating regression with errors whose variances change smoothly over time. The model can …

Persistent link: https://www.econbiz.de/10005795199