Lau, Evan and Ahmad Zubaidi, Baharumshah (2005) Mean-reverting behavior of current account in Asian countries. Economics Letters, 87. pp. 367-371. ISSN 0165-1765
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Abstract
This paper adopted the series specific panel unit root test of Breuer et al. [Oxford Bullet in of Economics and Statistics 64 (2002, SURADF) 527–546] to test for the mean-reverting behavior of current account for the panel of twelve Asian countries. The results illustrate that the current account s in these countries are a mixture of I(0) and I(1) process and the commonly used panel root tests could lead to misleading inferences.
| Item Type: | Article |
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| Uncontrolled Keywords: | Series specific panel unit root test, Mean-reverting, Current account, research, Universiti Malaysia Sarawak, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Ab Rahim |
| Date Deposited: | 28 Nov 2017 02:00 |
| Last Modified: | 28 Nov 2017 02:00 |
| URI: | http://ir.unimas.my/id/eprint/18572 |
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