Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap

2008 ◽  
Vol 78 (4) ◽  
pp. 507-513 ◽  
Author(s):  
Zheng Yang ◽  
Zheng Tian ◽  
Zixia Yuan
Keyword(s):  
Small Sample ◽  
Cointegration Test ◽  
Block Bootstrap ◽  
Threshold Cointegration ◽  
Moving Block Bootstrap

The Effect of Foreign Direct Investment Inflows on Income Inequality: Evidence from China

2015 ◽  
Vol 15 (4) ◽  
pp. 443-453 ◽  
Author(s):  
Jai S. Mah
Keyword(s):  
Income Inequality ◽  
Direct Investment ◽  
Small Sample ◽  
Cointegration Test ◽  
Fdi Inflows ◽  
Linear Effect ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Cointegration Tests ◽  
Bounds Test

This paper uses data for China during the period 1982–2010 and tests the effect of FDI inflows on income inequality, which is measured by the urban Gini coefficient. A small-sample cointegration test and autoregressive distributed lag bounds test are used as the cointegration tests. According to them, the variables under consideration are not cointegrated. The GMM estimation results show that income inequality worsens with FDI flows into China. The evidence from China shows a non-linear effect of FDI inflows on income inequality.

On the bootstrap and the moving block bootstrap for the maximum of a stationary process

1999 ◽  
Vol 76 (1-2) ◽  
pp. 1-17 ◽  
Author(s):  
Krishna B. Athreya ◽  
Jun-ichiro Fukuchi ◽  
Soumendra N. Lahiri
Keyword(s):  
Stationary Process ◽  
Block Bootstrap ◽  
Moving Block Bootstrap
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