JER, 第 12 卷,第 1-2 期Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2007 |
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第 1 到 3 筆結果,共 34 筆
第 142 頁
... unit root and cointegration approach has many benefits compared to a conventional time series approach . First , by pooling time series and cross sections , finite sample power of test is significantly improved . The conventional unit ...
... unit root and cointegration approach has many benefits compared to a conventional time series approach . First , by pooling time series and cross sections , finite sample power of test is significantly improved . The conventional unit ...
第 148 頁
... unit root Entire sample RX RGDP 10.09 ( p = 1.00 ) 22.30 ( p = 0.00 ** ) 0.44 ( p = 0.67 ) ( 55 countries ) 11.26 ... Unit Root Tests ( 1960-2003 ) LLC t * -stat : Tests assuming a common unit root process Breitung t - stat : Ho : Unit ...
... unit root Entire sample RX RGDP 10.09 ( p = 1.00 ) 22.30 ( p = 0.00 ** ) 0.44 ( p = 0.67 ) ( 55 countries ) 11.26 ... Unit Root Tests ( 1960-2003 ) LLC t * -stat : Tests assuming a common unit root process Breitung t - stat : Ho : Unit ...
第 149 頁
... unit root tests except for Hadri ( 2000 ) ' s have the null hypoth- esis of unit roots , while Hadri's test posits the null of no unit roots . ( stationarity ) . In Table 3 , we cannot reject the null hypothesis of panel unit roots in ...
... unit root tests except for Hadri ( 2000 ) ' s have the null hypoth- esis of unit roots , while Hadri's test posits the null of no unit roots . ( stationarity ) . In Table 3 , we cannot reject the null hypothesis of panel unit roots in ...
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