Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 신동완 | * |
dc.date.accessioned | 2018-05-30T08:14:30Z | - |
dc.date.available | 2018-05-30T08:14:30Z | - |
dc.date.issued | 2006 | * |
dc.identifier.issn | 0165-1765 | * |
dc.identifier.other | OAK-3300 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/243674 | - |
dc.description.abstract | For partly nonstationary dynamic panel models whose component series are threshold autoregressive processes having possibly unit roots, an instrumental variable method is applied to construct a Wald test and a t-bar type test whose limiting null distributions converge to a chi-square distribution and the standard normal distribution, respectively, as component series length increases to infinity. Finite sample sizes and powers of the proposed tests are investigated by a Monte Carlo simulation. © 2005 Elsevier B.V. All rights reserved. | * |
dc.language | English | * |
dc.title | Tests for asymmetry in possibly nonstationary dynamic panel models | * |
dc.type | Article | * |
dc.relation.issue | 1 | * |
dc.relation.volume | 91 | * |
dc.relation.index | SSCI | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 15 | * |
dc.relation.lastpage | 20 | * |
dc.relation.journaltitle | Economics Letters | * |
dc.identifier.doi | 10.1016/j.econlet.2005.09.012 | * |
dc.identifier.wosid | WOS:000237185500003 | * |
dc.identifier.scopusid | 2-s2.0-33645745007 | * |
dc.author.google | Wan Shin D. | * |
dc.author.google | Jhee W.-C. | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.date.modifydate | 20240116115756 | * |