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題名:八個歐洲國家經常帳維持性的探討
書刊名:中國統計學報
作者:陳仕偉 引用關係吳曉宜
作者(外文):Chen, Shyh-weiWu, Hsiao-i
出版日期:2010
卷期:48:4
頁次:頁251-270
主題關鍵詞:經常帳維持性單根非線性Current accountNonlinearitySustainabilityUnit root
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(1) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:16
Other
1.Keenan, D. M.(1985)。A Tukey nonadditivity-type test for time series nonlinearity。  new window
期刊論文
1.Tsay, R. S.(1986)。Nonlinearity Tests for Time Series。Biometrika,73,461-466。  new window
2.Rothe, C.、Sibbertsen, P.(2006)。Phillips-Perron-Type Unit Root Tests in the Nonlinear ESTAR Framework。Allgemeines Statistisches Archiv,90(3),439-456。  new window
3.Kwiatkowski, D.、Phillips, P. C. B.、Schmidt, P.、Shin, Y.(1992)。Testing the null hypothesis of stationarity against the alternative of an unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54,159-178。  new window
4.Psaradakis, Z.、Spagnolo, N.(2002)。Power properties of nonlinearity tests for time series with Markov regimes。Studies in Non-linear Dynamics and Econometrics,6(3),1-16。  new window
5.McLeod, A. I.、Li, W. K.(1983)。Diagnostic Checking ARMA Time Series Models Using Squared-Residual Autocorrelations。Journal of Time Series Analysis,4,269-273。  new window
6.Michael, Panos、Nobay, Robert A.、Peel, David A.(1997)。Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation。Journal of Political Economy,105(4),862-879。  new window
7.Kapetanios, George、Shin, Yongcheol、Snell, Andy(2003)。Testing for a unit root in the nonlinear STAR framework。Journal of Econometrics,112(2),359-379。  new window
8.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
9.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
10.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。  new window
11.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
其他
1.A. C. Arize(2002)。Imports and exports in 50 countries: tests of cointegration and structural breaks。  new window
2.A.Z. Baharumshah, E. Lau and S. Fountas(2003)。On the sustainability of current account deficits: evidence from four ASEAN countries。  new window
3.H. J. Bierens(1997)。Testing the unit root with drift against nonlinear trend stationarity, with an application to the US price level and interest rate。  new window
4.G. E. Chortareas, G. Kapetanios and M. Uctum(2004)。An investigation of current account solvency in Latin America using non-linear non-stationarity tests。  new window
5.D.K. Christopoulos and M. León-Ledesma(2010)。Current-account sustainability in the US: What do we really know about it?。  new window
6.C. W. J. Granger and P. Newbold(1974)。Spurious regression in economics。  new window
7.D. Herzer and F. Nowak-Lehmann(2006)。Is there a long-run relationship between exports and imports in Chile?。  new window
8.H. Kalyoncu(2006)。International intertemporal solvency in OECD countries: Evidence from panel unit root。  new window
9.L. Konya(2008)。The sustainability of the current account in the Czech Republic, Hungary and Slovenia。  new window
10.R. Kruse(2011)。A new unit root test against ESTAR based on a class of modified statistics。  new window
11.E. Lau and A. Z. Baharumshah(2005)。Mean-reverting behavior of current account in Asian countries。  new window
12.E. Lau, A. Z. Baharumshah and C. T. Haw(2006)。Current account: Mean-reverting or random walk behavior?。  new window
13.P. C. Liu and E. Tanner(2001)。International intertemporal solvency in industrialized countries: Evidence and implications。  new window
14.C. L. Mann(2002)。Perspectives on the U.S. current account deficit and sustainability。  new window
15.Y. Matsubayashi(2005)。Are US current account deficits unsustainable? Testing for the private and government intertemporal budget constraints。  new window
16.G. M. Milesi-Ferretti and A. Razin(1996)。Sustainability of persistent current account deficits。  new window
17.S. Narayan and P. K. Narayan(2005)。Are exports and imports cointegrated? Evidence from 22 least developed countries。  new window
18.A. Ogus and N. Sohrabji(2009)。On the optimality and sustainability of Turkey’s current account。  new window
19.G. Onel and U. Utkulu(2006)。Modeling the long-run sustainability of Turkish external debt with structural changes。  new window
20.P. Perron(1990)。Testing for a unit root in a time series with a changing mean。  new window
21.J. B. Ramsey and P. Schmidt(1976)。Some further results on the use of OLS and BLUS residuals in specification error tests。  new window
22.D.E. Rapach and M. E. Wohar(2006)。The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior。  new window
23.M. P. Taylor(2002)。A century of current account dynamics。  new window
24.J. Thursby and P. Schmidt(1977)。Some properties of tests for specification error in a linear regression model。  new window
25.B. Trehan and C. Walsh(1991)。Testing intertemporal budget constraints: Theory and application to US Federal Budget deficits and current account deficits。  new window
26.H. White(1987)。Specification testing in dynamic models。  new window
27.H. White(1989)。Some asymptotic results for learning in single hidden layer feed-forward network models。  new window
28.H. White(1989)。n additional hidden unit test for neglected nonlinearity in multilayer feed-forward networks。  new window
29.J.-L. Wu(2000)。Mean reversion of the current account: Evidence from the panel data unit-root test。  new window
30.J.-L. Wu, S.-L. Chen and H.-Y. Lee(2001)。Are current account deficits sustainable? Evidence from panel cointegration。  new window
 
 
 
 
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