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Cointegration Approach for Vibration-Based Misalignment Detection in Rotating Machinery Under Varying Load Conditions. [PDF]
Sensors (Basel)Shaft 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.
Szewczyk S +4 more
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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
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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
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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
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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
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Nonstationary Cointegration in the Fractionally Cointegrated VAR Model [PDF]
SSRN Electronic Journal, 2018 We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and make two distinct contributions. First, in their consistency proof, Johansen and Nielsen (2012a) imposed moment conditions on the errors that depend on the parameter space, such that when the parameter space is larger, stronger moment ...
Johansen, Søren +1 more
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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
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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
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COINTEGRATION AND UNIT ROOTS [PDF]
Journal of Economic Surveys, 1990 Abstract. This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non‐stationary variables which seem to characterise faithfully the properties of many macroeconomic time series.
Dolado, J +2 more
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Asymmetric Price Transmission: A Case of Wheat in India
Agriculture, 2022 In the present paper, horizontal and vertical integration was carried out on the wholesale and retail prices of wheat in the major markets of India. On confirming cointegration between the wholesale and retail prices of wheat in all needs, the vector ...
Ranjit Kumar Paul, Tanmoy Karak
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