Response surfaces for an F-test for cointegration

By P. Turner. 2006

119 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/15e6c5f105b8334a4577fdd5accf4c48f101701a

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In Statistics and Probability

Citations in the corpus

The Dynamics of Electricity Consumption and Economic Growth:A Revisit Study of Their Causality in Pakistan (2012, methodology): “We use critical bounds generated by Turner [56] which are more suitable for small samples as compared to the Pesaran et al.”
Environmental Kuznets Curve in an Open Economy: A Bounds Testing and Causality Analysis for Tunisia (2014, background): “Moreover, critical values developed by Johansen cointegration approach are not suitable (Turner, [60]).”
Multivariate granger causality between CO2 emissions, energy intensity and economic growth in Portugal: evidence from cointegration and causality analysis (2015, unknown): “(2001) and Turner (2006).”
Electricity consumption, income, foreign direct investment, and population in Malaysia: New evidence from multivariate framework analysis (2009, methodology): “are not suitable for our small sample size (36 observations) and hence we derive the appropriate critical values from the response surface procedure developed by Turner (2006)”
Small sample evidence on the tourism-led growth hypothesis in Lebanon (2014, methodology): “{ } is the order of the diagnostic tests. aAdjusted critical value bounds for the small sample are derived from the response surface method suggested by Turner (2006).”
Testing the Environmental Kuznets Curve Hypothesis in Portugal (2015, unknown): “198 from Turner (2006)”
DOES DEFENCE SPENDING IMPEDE ECONOMIC GROWTH? COINTEGRATION AND CAUSALITY ANALYSIS FOR PAKISTAN (2013, unknown): “Note: ⁄⁄⁄denotes significance at the 10% level comparing with critical bounds generated by Turner (2006). b and c also indicate significant at 5% and 10% level of significance.”
Electricity consumption and economic growth nexus in Portugal using cointegration and causality approaches (2011, methodology): “…to cointegration within the UECM framework (Pesaran et al., 2001).2 Although many studies stated that the bounds testing approach to cointegration is suitable for a small sample, the critical values provided by Pesaran et al. (2001) are for a relatively large sample (Narayan, 2005; Turner, 2006).”