Results 1 to 10 of about 115,443 (288)
Ship–Bridge Collision Real-Time Alarming Method Based on Cointegration Theory [PDF]
SensorsShip–bridge collisions in inland waterways pose a serious threat to bridge infrastructure, often resulting in structural damage and jeopardizing safety.
Wanwen Zhong +6 more
doaj +4 more sources
Cointegration Approach for Vibration-Based Misalignment Detection in Rotating Machinery Under Varying Load Conditions [PDF]
SensorsShaft misalignment is among the most common faults in rotating machinery, and although many diagnostic methods have been proposed, reliably detecting it under varying load conditions remains a major challenge for vibration-based techniques.
Sylwester Szewczyk +4 more
doaj +2 more sources
International Economic Review, 1997 Discount ; Federal funds market (United States)
Nathan S. Balke, Thomas B. Fomby
core +3 more sources
On the robustness of cointegration tests when series are fractionally integrated [PDF]
Journal of Time Series Analysis, 1996 This paper shows, analytically and numerically, the effects of a misspecification in the degree of integration on testing for cointegration. Johansen LR tests tend to find too much spurious cointegration while the Engle-Granger test shows a more robust ...
Gonzalo, Jesús, Lee, Tae-Hwy
core +13 more sources
Challenges of integrated variance estimation in emerging stock markets [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
doaj +1 more source
Energies, 2023 Cointegration theory has been recently proposed for condition monitoring and fault detection of wind turbines. However, the existing cointegration-based methods and results presented in the literature are limited and not encouraging enough for the ...
Phong B. Dao
doaj +1 more source
Наука Красноярья, 2023 The article presents an assessment of the cointegration of inflation and productivity indicators on the example of: Russia and UEMOA countries. As part of the study, an attempt was made to assess the presence of a long-term balance between the studied ...
Aleksandr V. Portnov +1 more
doaj +1 more source
Public Expenditures on Secondary Education and School Enrollment Rates: A Panel Pooled Group Mean Approach [PDF]
پژوهشهای برنامه و توسعه, 2023 The educational system in some less developed and developing countries, including Iran, are expensive, inefficient, and weak, which in turn weakens the accomplishment of their educational system.
Elham Fatholahi
doaj +1 more source
Cointegration Between Macroeconomic Variables and Sectoral Indices Movement in Bursa Malaysia [PDF]
Global Journal Al-Thaqafah, 2017 This paper examines the cointegration between sectoral indices in Bursa Malaysia and the selected macroeconomic variables, namely, oil price (OP), gold price (GP), and exchange rate (ER), during the period 1995- 2014.
Jaafar Pyeman, Ismail Ahmad
doaj +1 more source
A Comparative Analysis of Semiparametric Tests for Fractional Cointegration in Panel Data Models
Austrian Journal of Statistics, 2022 Several authors have studied fractional cointegration in time series data, but little or no consideration has been extended to panel data settings. Therefore, in this paper, we compare the finite sample behaviour of existing fractional cointegration ...
Saidat Fehintola Olaniran +1 more
doaj +1 more source