Nothing Special   »   [go: up one dir, main page]

create a website
Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis. (2004). Sayginsoy, Ozgen .
In: Discussion Papers.
RePEc:nya:albaec:04-07.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Powerful Tests of Structural Change That are Robust to Strong Serial Correlation. (2004). Vogelsang, Timothy ; Sayginsoy, Ozgen .
    In: Discussion Papers.
    RePEc:nya:albaec:04-08.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ANDREWS, D. W. K. (1991): Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation, Econometrica, 59, 817-854.

  2. BARRO, R. J. (1991): Economic Growth in a Cross Section of Countries, The Quarterly Journal of Economics, 106, 407-443.

  3. BARRO, R. J., AND X. SALA-I-MARTIN (1992): Convergence, Journal of Political Economy, 100, 223-251.
    Paper not yet in RePEc: Add citation now
  4. BAUMOL, W. (1986): Productivity Growth, Convergence, and Welfare: What the Long-Run Data Show, American Economic Review, 76, 1072-1085.

  5. BAUMOL, W. J., R. R. NELSON, AND E. N. WOLFF(EDS) (1994): Convergence of Productivity: Cross National Studies and Historical Evidence. Oxford University Press, New York.

  6. BERNARD, A. B., AND S. N. DURLAUF (1991): Convergence of International Output Movements, NBER Working Paper, No. 3717.

  7. BREITUNG, J. (2002): Nonparametric Tests for Unit Roots and Cointegration, Journal of Econo- metrics, 108, 343-363.

  8. BROWN, S. J., N. E. COULSON, AND R. F. ENGLE (1990): Non-cointegration and Econometric Evaluation of Models of Regional Shift and Share, NBER Working Paper, No. 3291.

  9. BUNZEL, H., AND T. J. VOGELSANG (2003): Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis, Cornell University, manuscript.

  10. Chelsea Publishing Company, New York. HOBIJN, B., AND P. FRANSES (2000): Asymptotically Perfect and Relative Convergence of Pro- ductivity, Journal of Applied Econometrics, 15, 59-81.

  11. CHERNOFF, H. (1954): On the Distribution of the Likelihood Ratio, The Annals of Mathematical Statistics, 25, 573-578.
    Paper not yet in RePEc: Add citation now
  12. DEN HAAN, W., AND A. LEVIN (1998): Vector Autoregressive Covariance Matrix Estimation, University of California, San Diego, manuscript.
    Paper not yet in RePEc: Add citation now
  13. FRIEDMAN, M. (1992): Do old fallacies never die?, Journal of Economic Literature, 30, 2129- 2132.

  14. GOURI~ROUx, C., A. HOLLY, AND A. MONFORT (1982): Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models With Inequality Constraints on the Regression Parameters, Econometrica, 50, 63-80.

  15. GRENANDER, U., AND M. ROSENBLATT (1957): Statistical Analysis of Stationary Time Series.
    Paper not yet in RePEc: Add citation now
  16. KIEFER, N. M., AND T. J. VOGELSANG (2003): A New Asymptotic Theory for Heteroskedasticity- Autocorrelation Robust Tests, Cornell University, manuscript.

  17. KuDÔ, A. (1963): A Multivariate Analogue of the One-Sided Test, Biometrika, 50, 403-418.
    Paper not yet in RePEc: Add citation now
  18. KWIATKOWSKI, D., P. C. B. PHILLIPS, P. SCHMIDT, AND Y. SHIN (1992): Testing the Null Hypothesis of Stationary Against the Alternative of a Unit Root: How Sure are we that Economic Time Series Have a Unit Root?, Journal of Econometrics, 54, 159-178.

  19. LINDEN, M. (2000): Testing Growth Convergence with Time Series Data - A Non-Parametric Approach, International Review of Applied Economics, 14, 361-370.

  20. MANKIW, N., D. ROMER, AND D. WElL (1992): A Contribution to the Empirics of Economic Growth, The Quarterly Journal of Economics, 107, 407-437.

  21. PARK, J. Y. (1990): Testing for Unit Roots and Cointegration by Variable Addition, in Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots, ed. by T. Fomby and F.
    Paper not yet in RePEc: Add citation now
  22. PERLMAN, M. D. (1969): One-Sided Testing Problems in Multivariate Analysis, The Annals of Mathematical Statistics, 40, 549-567.
    Paper not yet in RePEc: Add citation now
  23. PHILLIPS, P. C. B. (1987): Time Series Regression with Unit Roots, Econometrica, 55, 277-302.

  24. PHILLIPS, P. C. B., AND V. SoLo (1992): Asymptotics for Linear Processes, The Annals of Statistics, 20, 971-lOOl.

  25. QuAH, D. (1993): Galtons Fallacy and Tests of the Convergence Hypothesis, Scandinavian Journal of Economics, 93, 427-443.

  26. Rhodes. London: Jai Press, pp. 107-134. 26 PARK, J. Y., AND B. CH0I (1988): A New Approach to Testing for a Unit Root, CAE Working Paper, No. 88-23, Cornell University.
    Paper not yet in RePEc: Add citation now
  27. SELF, S. G., AND K. Y. LIANG (1987): Asymptotic Properties of Maximum Likelihood Ratio Tests Under Nonstandard Conditions, Journal of the American Statistical Association, 82, 605- 610.
    Paper not yet in RePEc: Add citation now
  28. SoLoW, R. M. (1956): A Contribution in the Theory of Economic Growth, The Quarterly Journal of Economics, 70, 65-94.
    Paper not yet in RePEc: Add citation now
  29. TANAKA, K. (1990): Testing for a Moving Average Root, Econometric Theory, 6, 433-444.

  30. The Economic Journal, 106, 1045-lOSS. SCHWARZ, G. (1978): Estimating the Dimension of a Model, The Annals of Statistics, 6, 461-464.
    Paper not yet in RePEc: Add citation now
  31. VOGELSANG, T. J. (1998): Trend Function Hypothesis Testing in the Presence of Serial Correlation, Econometrica, 65, 123-148.

  32. WOLAK, F. A. (1989): Testing Inequality Constraints in Linear Econometric Models, Journal of Econometrics, 41, 205-235.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of oil shocks on the Spanish economy. (2011). Montañés, Antonio ; Gómez-Loscos, Ana ; Gadea, María ; Gmez-Loscos, Ana ; Montas, Antonio .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1070-1081.

    Full description at Econpapers || Download paper

  2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Econometrics.
    RePEc:wpa:wuwpem:0503004.

    Full description at Econpapers || Download paper

  3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-047.

    Full description at Econpapers || Download paper

  4. Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella.
    In: Econometrics.
    RePEc:wpa:wuwpem:0308001.

    Full description at Econpapers || Download paper

  5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:10685.

    Full description at Econpapers || Download paper

  6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

    Full description at Econpapers || Download paper

  7. Tests of conditional predictive ability. (2003). White, Halbert ; Giacomini, Raffaella.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:572.

    Full description at Econpapers || Download paper

  8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
    In: Economics Working Papers.
    RePEc:upf:upfgen:635.

    Full description at Econpapers || Download paper

  9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9393.

    Full description at Econpapers || Download paper

  10. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

  11. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1363.

    Full description at Econpapers || Download paper

  12. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1362.

    Full description at Econpapers || Download paper

  13. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-41.

    Full description at Econpapers || Download paper

  14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8601.

    Full description at Econpapers || Download paper

  15. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0113.

    Full description at Econpapers || Download paper

  16. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws010201.

    Full description at Econpapers || Download paper

  17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7710.

    Full description at Econpapers || Download paper

  18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1723.

    Full description at Econpapers || Download paper

  19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1214.

    Full description at Econpapers || Download paper

  20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1211.

    Full description at Econpapers || Download paper

  21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

    Full description at Econpapers || Download paper

  22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0179.

    Full description at Econpapers || Download paper

  23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0079.

    Full description at Econpapers || Download paper

  24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Birgean, Ionel ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-04.

    Full description at Econpapers || Download paper

  25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

    Full description at Econpapers || Download paper

  26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

    Full description at Econpapers || Download paper

  27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

    Full description at Econpapers || Download paper

  28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

  29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

    Full description at Econpapers || Download paper

  30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:39.

    Full description at Econpapers || Download paper

  31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9803.

    Full description at Econpapers || Download paper

  32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian .
    In: Computational Economics.
    RePEc:wpa:wuwpco:9702001.

    Full description at Econpapers || Download paper

  33. Bootstrap Testing for Fractional Integration. (1997). Andersson, Michael K. ; Gredenhoff, Mikael P..
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0188.

    Full description at Econpapers || Download paper

  34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
    In: Bank of England working papers.
    RePEc:boe:boeewp:58.

    Full description at Econpapers || Download paper

  35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9702.

    Full description at Econpapers || Download paper

  36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612001.

    Full description at Econpapers || Download paper

  37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

    Full description at Econpapers || Download paper

  38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin .
    In: Working Papers.
    RePEc:wop:ccsowp:0025.

    Full description at Econpapers || Download paper

  39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

    Full description at Econpapers || Download paper

  40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-45.

    Full description at Econpapers || Download paper

  41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502005.

    Full description at Econpapers || Download paper

  42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:0015.

    Full description at Econpapers || Download paper

  43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5387.

    Full description at Econpapers || Download paper

  44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

    Full description at Econpapers || Download paper

  45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410002.

    Full description at Econpapers || Download paper

  46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410001.

    Full description at Econpapers || Download paper

  47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9406001.

    Full description at Econpapers || Download paper

  48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-2.

    Full description at Econpapers || Download paper

  49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:090.

    Full description at Econpapers || Download paper

  50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-16 15:20:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.