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The Fourier approximation and testing for the null of cointegration · Study

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ArticleThe Fourier approximation and testing for the null of cointegration

Ching‐Chuan Tsong2015

Article2015

The Fourier approximation and testing for the null of cointegration

Ching‐Chuan Tsong · Cheng-Feng Lee · Li-Ju Tsai · Te-Chung Hu

190 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Unemployment and Economic Growth Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1996Residual-based tests for cointegration in models with regime shifts 1981Some properties of time series data and their use in econometric model specification

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2022Renewable, non-renewable energy consumption and income in top ten renewable energy-consuming countries: Advanced Fourier based panel data approaches 2016A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks 2022Does financial development promote renewable energy consumption in the USA? Evidence from the Fourier-wavelet quantile causality test 2024Does income growth affect renewable energy or carbon emissions first? A Fourier-based analysis for renewable and fossil energies

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Details

Year2015

Typearticle

Published2015-11-19

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations190

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00181-015-1028-6

openalex_workW2177580175

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2021The Feldstein-Horioka puzzle for the Next Eleven countries: A panel data analysis with Fourier functions

2020Testing the validity of purchasing power parity in alternative markets: Evidence from the fourier quantile unit root test

2019Testing the theory of PPP for emerging market economies that practice flexible exchange rate regimes

2023Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development