{"title":"检验经合组织国家的收敛假设:RALS面板傅立叶SURADF单位根检验","authors":"Veli Yılancı, Esra Canpolat Gökçe","doi":"10.17233/sosyoekonomi.2020.02.18","DOIUrl":null,"url":null,"abstract":"The main aim of this study is to improve the SURADF panel unit root test of Breur et al. (2001) by considering structural breaks and the knowledge of non-normal distrubited residuals. Chang et al. (2012) introduce a new panel unit root test by allowing smooth structural breaks in SURADF test process. In this study, we also take into account of the information of the residuals that are nonnormally distrubited. We test the validity of stochastic convergence among 18 OECD countries using this newly suggested test and find supportive evidence of convergence for only seven countries.","PeriodicalId":113431,"journal":{"name":"Sosyoekonomi Journal","volume":"78 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Testing the Convergence Hypothesis for OECD Countries: RALS Panel Fourier SURADF Unit Root Test\",\"authors\":\"Veli Yılancı, Esra Canpolat Gökçe\",\"doi\":\"10.17233/sosyoekonomi.2020.02.18\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The main aim of this study is to improve the SURADF panel unit root test of Breur et al. (2001) by considering structural breaks and the knowledge of non-normal distrubited residuals. Chang et al. (2012) introduce a new panel unit root test by allowing smooth structural breaks in SURADF test process. In this study, we also take into account of the information of the residuals that are nonnormally distrubited. We test the validity of stochastic convergence among 18 OECD countries using this newly suggested test and find supportive evidence of convergence for only seven countries.\",\"PeriodicalId\":113431,\"journal\":{\"name\":\"Sosyoekonomi Journal\",\"volume\":\"78 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-04-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Sosyoekonomi Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.17233/sosyoekonomi.2020.02.18\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Sosyoekonomi Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.17233/sosyoekonomi.2020.02.18","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
摘要
本研究的主要目的是通过考虑结构断裂和非正态分布残差的知识，改进Breur et al.(2001)的SURADF面板单位根检验。Chang等人(2012)通过在SURADF测试过程中允许平滑结构断裂，引入了一种新的面板单位根测试。在本研究中，我们还考虑了非正态分布残差的信息。我们使用这个新提出的测试来测试18个经合组织国家的随机收敛的有效性，并发现只有7个国家的收敛的支持性证据。
Testing the Convergence Hypothesis for OECD Countries: RALS Panel Fourier SURADF Unit Root Test
The main aim of this study is to improve the SURADF panel unit root test of Breur et al. (2001) by considering structural breaks and the knowledge of non-normal distrubited residuals. Chang et al. (2012) introduce a new panel unit root test by allowing smooth structural breaks in SURADF test process. In this study, we also take into account of the information of the residuals that are nonnormally distrubited. We test the validity of stochastic convergence among 18 OECD countries using this newly suggested test and find supportive evidence of convergence for only seven countries.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
