Results 131 to 140 of about 58,428 (305)
Sustainable Development, EarlyView.ABSTRACT This study examines the socioeconomic determinants of agricultural CO2 emissions in the 10 highest‐emitting agricultural economies from 1992 to 2022. Using the LM bootstrap cointegration method and the method of moments quantile regression (MMQR), the analysis identifies long‐run relationships and heterogeneous effects across the emissions ...
Ugur Korkut Pata +3 more
wiley +1 more source
Fractional Integration and Cointegration in US Financial Time Series Data [PDF]
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Luis A. Gil-Alana +1 more
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Sustainable Development, EarlyView.ABSTRACT Property rights play a crucial role in protecting natural resources by enhancing individuals' and organizations' awareness of their responsibilities. Social globalization influences environmental sustainability by shaping consumption patterns.
Tunahan Degirmenci +4 more
wiley +1 more source
Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test [PDF]
This study is able to uncover long-run cointegration relationship for Singapore and South Korea, based on the Breitung (2001) rank test procedures. Breitung (2001) rank test can detect both linear and nonlinear cointegration relationships, added value to
Chong Mun Ho +2 more
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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
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Sustainable Development, EarlyView.ABSTRACT The pursuit of Sustainable Development Goals (SDGs) 7, 9, 12, and 13, centered on affordable clean energy, industrial innovation, responsible production, and climate action, has gained momentum across Latin American economies. However, the region continues to face the dual challenge of achieving economic growth while mitigating rising carbon ...
Agyemang Kwasi Sampene +2 more
wiley +1 more source
Testing for cointegration using induced-order statistics. [PDF]
In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random ...
Santos, T. +2 more
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Sustainable Development, EarlyView.ABSTRACT In recent years, transition to renewable energy has emerged as a vital strategy for achieving sustainable development and reducing environmental degradation. Only when backed by a solid institutional and macroeconomic context can economic growth serve as a stimulus for the development of renewable energy.
Azad Erdem +3 more
wiley +1 more source
MONTE CARLO EVIDENCE ON COINTEGRATION AND CAUSATION [PDF]
The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR
Zapata, Hector O., Rambaldi, Alicia N.
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Cointegration and common factors [PDF]
, 1993 Alternative common factors representations for cointegrated vectors are studied. It is shown that dynamic factor models produce as particular cases the alternative common trend representations for cointegrated variables available in the literature ...
Peña, Daniel, Escribano, Álvaro
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