Search Results - subject:"residual-based test"

Testing for the equality of integration orders of multiple series

Wang, Man; Chan, Ngai Hang - In: Econometrics 4 (2016) 4, pp. 1-10

invalid under the presence of cointegration. Hualde (2013) overcomes these difficulties with a residual-based test for a …-step residual-based test is proposed to deal with the multivariate case that overcomes the computational issue. Under certain …

Persistent link: https://www.econbiz.de/10011755353

Testing for the equality of integration orders of multiple series

Wang, Man; Chan, Ngai Hang - In: Econometrics : open access journal 4 (2016) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10011650498

A residual-based test for variance components in linear mixed models

Li, Zaixing - In: Statistics & Probability Letters 98 (2015) C, pp. 73-78

In the paper, a residual-based test is developed for variance components in LMM. It is distribution-free, tractable …

Persistent link: https://www.econbiz.de/10011189348

Residual-based test for fractional cointegration

Wang, Bin; Wang, Man; Chan, Ngai Hang - In: Economics Letters 126 (2015) C, pp. 43-46

By allowing deviations from equilibrium to follow a fractionally integrated process, the notion of fractional cointegration analysis encompasses a wide range of mean-reverting behaviors. For fractional cointegrations, asymptotic theories have been extensively studied, and numerous empirical...

Persistent link: https://www.econbiz.de/10011189520

Residual-based test for fractional cointegration

Wang, Bin; Wang, Man; Chan, Ngai Hang - In: Economics letters 126 (2015), pp. 43-46

Persistent link: https://www.econbiz.de/10011376390

The impact of telecommunication revenue on economic growth: evidence from Ghana

Atsu, Francis; Agyei, Charles; Phanuel Darbi, William; … - In: African Journal of Economic and Management Studies 5 (2014) 2, pp. 195-208

the Engle-Granger residual-based test of cointegration to model an appropriate restricted error correction model. Findings …

Persistent link: https://www.econbiz.de/10014668820

The impact of telecommunication revenue on economic growth : evidence from Ghana

Atsu, Francis; Agyei, Charles; Darbi, William Phanuel Kofi - In: African journal of economic and management studies : AJEMS 5 (2014) 2, pp. 195-208

Persistent link: https://www.econbiz.de/10010389485

Regional growth and unemployment : the validity of Okun's Law for the Finnish regions

Kangasharju, Aki; Tavéra, Christophe; Nijkamp, Peter - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 3, pp. 381-395

Persistent link: https://www.econbiz.de/10009614347

Test for cointegration based on two-stage least squares

Al-Ballaa, Norah - In: Journal of Applied Statistics 32 (2005) 7, pp. 707-713

A residual-based test for cointegration is proposed. The method of two-stage least squares is used to estimate the …

Persistent link: https://www.econbiz.de/10005462459

A CUSUM Test for Cointegration Using Regression Residuals

Xiao, Zhijie; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2001

leading to a consistent residual based test for the null hypothesis of cointegration. The proposed tests are semiparametric …

Persistent link: https://www.econbiz.de/10005593636

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