View : 165 Download: 0

Full metadata record

DC Field Value Language
dc.contributor.author신동완-
dc.date.accessioned2018-05-30T08:14:30Z-
dc.date.available2018-05-30T08:14:30Z-
dc.date.issued2006-
dc.identifier.issn0165-1765-
dc.identifier.otherOAK-3300-
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/243674-
dc.description.abstractFor 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.languageEnglish-
dc.titleTests for asymmetry in possibly nonstationary dynamic panel models-
dc.typeArticle-
dc.relation.issue1-
dc.relation.volume91-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.startpage15-
dc.relation.lastpage20-
dc.relation.journaltitleEconomics Letters-
dc.identifier.doi10.1016/j.econlet.2005.09.012-
dc.identifier.wosidWOS:000237185500003-
dc.identifier.scopusid2-s2.0-33645745007-
dc.author.googleWan Shin D.-
dc.author.googleJhee W.-C.-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20180529145315-
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE