Bilgilendirme: Sürüm Güncellemesi ve versiyon yükseltmesi nedeniyle, geçici süreyle zaman zaman kesintiler yaşanabilir ve veri içeriğinde değişkenlikler gözlemlenebilir. Göstereceğiniz anlayış için teşekkür ederiz.

Bankacılık ve Sigortacılık Yayın Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/4379

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Browsing Bankacılık ve Sigortacılık Yayın Koleksiyonu by Author "Ucar, Nuri"

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    Citation - WoS: 150
    Citation - Scopus: 160
    Testing for Unit Root in Nonlinear Heterogeneous Panels
    (Elsevier Science Sa, 2009) Ucar, Nuri; Omay, Tolga; 189073
    We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide their small sample properties. We apply our tests for investigating the income convergence hypothesis in the OECD sample. (C) 2009 Published by Elsevier B.V.
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    Citation - WoS: 5
    Citation - Scopus: 7
    Testing Stochastic Income Convergence in Seasonal Heterogeneous Panels
    (Elsevier, 2010) Guler, Huseyin; Ucar, Nuri; 189073
    In this paper we introduce a seasonal version of the Solow-Swan growth model and acquire an empirical income convergence equation. We take this equation as a basis to investigate whether income convergence exists in an OECD sample. To do this, we propose the test statistics under various asymptotic properties for some of the seasonal frequencies in the context of nonstationary heterogeneous panels. Critical values and moments of our statistics are generated and their finite sample performances are examined via Monte Carlo simulations. (C) 2009 Elsevier B.V. All rights reserved.