Full Length Research Paper
References
|
Aghion P, Braun M, Fedderke J (2008). Competition and productivity growth in South Africa. Econ. Transit. 16(4):741-768. Crossref |
||||
|
Ben NA, Ajmi AN, Gupta R (2014). Modeling the volatility of the Dow Jones Islamic market world index using a fractionally integrated time varying GARCH FITVGARCH) model. Appl. Financ. Econ. 24:993-1004. Crossref |
||||
|
Bierens HJ (1997). Testing the unit root with drift hypothesis against nonlinear trend stationarity with an application to the US price level and interest rate. J. Econ. 81: 29-64. Crossref |
||||
|
Brempong KG, Traynor TL (1999). Political instability, investment and economic growth in Sub-Saharan Africa. J. Afr. Econ. 8(1): 52-86. Crossref |
||||
|
Caporale GM, Gil-Alana LA (2013). Long memory in US real output per capita. Empir. Econ. 44(2):591-611. Crossref |
||||
|
Cheung YW (1993). Tests for fractional integration. A Monte Carlo investigation. J. Time Ser. Anal. 14: 331-345. Crossref |
||||
| Cuestas JC, Gil-Alana LA (2015). A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials. Studies in Non-Linear Dynamics and Econometrics. | ||||
|
Demetrescu M, Kuzin V, Hassler U (2008). Long Memory Testing in the Time Domain. Econ. Theory 24(1):176-215. Crossref |
||||
| Dickey D, Fuller WA (1979). Distributions of the estimators for autoregressive time series with a unit root. J. Ame. Stat. Association. 74: 427-431. | ||||
|
Diebold FX, Inoue A (2001). Long memory and regime switching. J. Econ. 105:131-159. Crossref |
||||
|
Diebold FX, Rudebusch GD (1991). On the power of Dickey-Fuller test against fractional alternatives. Econ. Letters 35:155-160. Crossref |
||||
|
Easterly W, Levice R (1997). Africa’s growth tragedy: Policies and ethnics divisions. The Q. J. Econ. 112(4): 1203-1250. Crossref |
||||
|
Elliot G, Rothenberg TJ, Stock JH (1996). Efficient Tests for an Autoregressive Unit Root. Econometrica, 64: 813-836 Crossref |
||||
| Fosu AW (1992a). Effect of export instability on economic growth in Africa. J. Dev. Areas. 26(3):323-332. | ||||
|
Fosu AW (1992b). Political instability and Economic Growth: Evidence from Sub-saharan African. Econ. Dev. Cult. Change 40(4):829-841. Crossref |
||||
|
Giraitis L, Kokoszka P, Leipus R (2001). Testing for long memory in the presence of a general trend. J. Appl. Probab. 38:1033-1054. Crossref |
||||
|
Gomanee K, Girma S, Morrissey O (2005). Aid and growth in Sub-Saharan Africa: accounting for transmission mechanisms. J. Intl. Dev. 17(8):1055-1075. Crossref |
||||
|
Granger CWJ, Hyung N (2004). Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. J. Empir. Finance 11:399-421. Crossref |
||||
|
Guillaumont P, Guillaumont S, Brun JF (1999). How instabilitu lowers African growth. J. Afr. Econ. 8(1): 87-107. Crossref |
||||
| Hamming RW (1973). Numerical Methods for Scientists and Engineers, Dover | ||||
|
Hasslers U, Wolters J (1994). On the power of unit root tests against fractional alternatives. Econ. Lett. 45:1-5. Crossref |
||||
| Kapetanios G, Shin Y (2003). Testing for Nonstationary Long Memory against Nonlinear Ergodic Models, Queen Mary University of London, School of Economics and Finance in its series Working Papers with number 500. | ||||
| Karikari JA (1995). Government and economic growth in a developing nation; The case of Ghana, J. Econ. Dev. 20(2):85-97. | ||||
|
Kwiatkowski D, Phillips PCB, Schmidt P, Shin Y (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. J. Econ. 54:159-178. Crossref |
||||
|
Lee D, Schmidt P (1996). On the power of the KPSS test of stationarity against fractionally integrated alternatives. J. Econ. 73: 285-302. Crossref |
||||
|
Mayoral L (2006). Further Evidence on the Statistical Properties of Real GNP. Oxford Bull. Econ. Stat. 68:901-920. Crossref |
||||
|
Michelacci C, Zaffaroni P (2000). (Fractional) Beta convergence. J. Monet. Econ. 45:129-153. Crossref |
||||
|
Mikosch T, Starica C (2004). Nonstationarities in financial time series, the long range dependence and the IGARCH effects. Rev. Econ. Statist. 86:378-390. Crossref |
||||
|
Nelson CR, Plosser CI (1982). Trends and random walks in macroeconomic time series. J. Monet. Econ. 10:139−162. Crossref |
||||
|
Ouliaris S, Park JY, Phillips PCB (1989). Testing for a unit root in the presence of a maintained trend. In: Ray, B. (Ed.) Adv. Econom. Models. Kluwer, Dordrecht, 6-28. Crossref |
||||
|
Perron P, Qu Z (2010). Long-memory and level shifts in the volatility of stock market return indices. J. Bus. Econ. Stat. 28:275-290. Crossref |
||||
|
Robinson PM (1994). Efficient tests of nonstationary hypotheses. J. Ame. Stat. Assoc. 89:1420-1437. Crossref |
||||
|
Savvides A (1995). Economic Growth in Africa. World Dev. 23(3):449-458. Crossref |
||||
| Silverberg G, Verspagen B (2000). A note on Michelacci and Zaffaroni long memory and time series of economic growth. ECIS Working Paper 00 17 Eindhoven Centre for Innovation Studies, Eindhoven University of Technology. | ||||
| Smyth GK (1998). Polynomial Aproximation. John Wiley & Sons, Ltd, Chichester, 1998. | ||||
| Tomasevic NM, Stanivuk T (2009). Regression Analysis and aproximation by means of Chebyshev Polynomial. Informatologia, 42(3):166-172. | ||||
Copyright © 2024 Author(s) retain the copyright of this article.
This article is published under the terms of the Creative Commons Attribution License 4.0
