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Keywords: Co-integration
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Journal Articles
Journal of Chinese Economic and Foreign Trade Studies (2018) 11 (1): 2–14.
Published: 15 March 2018
.... Design/methodology/approach The study adopted bounds test of co-integration advocated by Pesaran et al. (2001) to distinguish between short- and long-run impacts. A sector-specific regression models were specified for textile, wood and furniture, paper and chemical industries and the other...
Journal Articles
Journal of Chinese Economic and Foreign Trade Studies (2014) 7 (2): 70–89.
Published: 27 May 2014
...–Fuller and Phillips–Perron methods are applied to test the time-series properties of the variables. Co-integration technique is used to detect the economic integration of China’s export to the USA and its import from Asian nations using monthly aggregate data from December 2005 to July 2010. Findings...

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