Results 111 to 120 of about 43,386 (309)
Seasonal adjustment and cointegration [PDF]
We examine the effects of seasonal adjustment filters on the size and power of ADF and PP residual-based cointegration tests via a Monte Carlo and an empirical application.
Jesus Otero, Jeremy Smith
core
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series [PDF]
, 2009 Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests.
Ahlgren, Niklas, Antell, Jan
core
Sustainable Development, EarlyView.ABSTRACT This study examines the dynamic interactions between climate risk, oil price uncertainty (OPU), and technological innovation in shaping Sustainable Development Goals (SDGs) related to Sustainable Cities and Communities (SCC) across Gulf Cooperation Council (GCC) countries from 2005 to 2024. Using a panel Time‐Varying Interactive Fixed Effects (
Mohamed Sami Ben Ali +2 more
wiley +1 more source
The Properties of Cointegration Tests in Models with Structural Change [PDF]
In this paper we examine, by means of Monte Carlo simulation, the properties of several cointegration tests when long run parameters are subject to structural changes.
Vasco J. Gabriel, Luis F. Martins
core
Sustainable Development, EarlyView.ABSTRACT Holistic approaches to meeting human needs while also protecting environmental resources and securing the ecological capacity needs of future generations are critical for sustainable development. Therefore, it is a strategic priority for firms to develop production and management practices that focus on sustainability at both economic and ...
Şeyma Bozkaya, Stephen Taiwo Onifade
wiley +1 more source
Cointegration and Unit Roots. [PDF]
This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables.
Jenkinson, Tim +2 more
core
Sustainable Development, EarlyView.ABSTRACT Illegal gold mining has emerged as a major sustainability threat in the Amazon, eroding Indigenous rights, forest integrity, and climate mitigation efforts. This study examines how international market incentives relate to the expansion of illegal mining and associated deforestation within the Yanomami Indigenous Territory (YIT) from 2008 to ...
Shirléia Lago Santos +2 more
wiley +1 more source
International Journal of Management Studies, 2004 There has been intense debate between outward-oriented and inward-oriented trade strategies to foster industrialisation and hence economic growth. This has prompted considerable number of studies on the export-led growth (ELG) hypothesis.
Ghin Yin Leow
doaj
Sustainable Development, EarlyView.ABSTRACT Urbanization is a defining feature of contemporary development, shaping economic opportunities, social structures, and health outcomes. This study examines the influence of urbanization on life expectancy in Bangladesh, with particular attention to the role of the energy mix and industrialization.
Md. Hasanur Rahman +3 more
wiley +1 more source
This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
Abdulnasser, Hatemi-J
core