Results 151 to 160 of about 43,386 (309)
Detrending procedures and cointegration testing: ECM tests under structural breaks [PDF]
, 1998 It is well known that all the test for unit roots and cointegration depend on the deterministic elements that are in mean of the variables; constant, trend, breaks, outliers, segmented trends, etc. This is a serious inconvenient for empirical work.
Escribano, Álvaro, Arranz, Miguel A.
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Sustainable Development, EarlyView.ABSTRACT Balancing reliable energy supply, equitable access, and environmental sustainability is a central challenge of the global energy transition. This study examines how innovation influences the energy trilemma by shaping energy security, energy equity, and environmental sustainability across 115 countries from 2011 to 2023.
Kingsley Imandojemu +5 more
wiley +1 more source
Cointegration and Forward and Spot Exchange Rate Regressions [PDF]
In this paper we investigate in detail the relationship between models of cointegration between the current spot exchange rate, st, and the current forward rate, ft, and models of cointegration between the future spot rate, st+1, and ft and the ...
Eric Zivot
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Sustainable Development, EarlyView.ABSTRACT In advanced European economies facing persistent environmental pressures, achieving the Sustainable Development Goals (SDGs) requires aligning technological transformation with ecological constraints. This study examines the asymmetric effects of medium‐ and high‐technology (M&HTEC) industries on environmental sustainability in the EU‐5 ...
Abdullah Emre Caglar +2 more
wiley +1 more source
A Residual-Based LM Test for Fractional Cointegration [PDF]
Nonstationary fractionally integrated time series may possibly be fractionally cointegrated. In this paper we propose a test for the null hypothesis of no cointegration.
Breitung, Jörg, Hassler, Uwe
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Sustainable Development, EarlyView.ABSTRACT Despite the Mediterranean region's critical dependence on tourism, the empirical relationship between tourism development and multidimensional sustainable development remains underexplored. Existing studies predominantly rely on unidimensional sustainability proxies, failing to capture the holistic nature of sustainability. This study examines
Emin Ahmet Kaplan +3 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT This study investigates the nexus between financial inclusion, institutional quality, and female labor force participation in sub‐Saharan Africa over the period 1990–2023. Using panel data for 43 countries and employing OLS, FGLS, and dynamic GMM estimators, the analysis examines whether access to financial institutions and financial markets ...
Joshua Chukwuma Onwe +3 more
wiley +1 more source
Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration [PDF]
This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009)
Schindler, Felix, Voronkova, Svitlana
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Sustainable Development, EarlyView.ABSTRACT This study aims to analyze the disaggregated effects of solar photovoltaic (PV), solar thermal (ST), and solar photovoltaic‐thermal hybrid (PV/T) technologies on solar energy capacity in the G‐7 countries, which are among the leading users of solar energy technologies, over the period 2000–2020, by employing panel data estimators (CCEMG and ...
Oguzhan Bozatli +3 more
wiley +1 more source
Savings and Financial Sector Development: Panel Cointegration Evidence from Africa [PDF]
financial sector development, private savings, panel cointegration tests ...
Kelly, Roger, Mavrotas, George
core