Results 161 to 170 of about 115,443 (288)
Determination of Cointegrating Rank in Fractional Systems [PDF]
This paper develops methods of investigating the existence and extent of cointegration in fractionally integrated systems. We focus on stationary series, with some discussion of extension to nonstationarity.
Peter M Robinson, Yoshihiro Yajima
core
Shades of empire: Evidence from Swedish and Polish–Lithuanian partitions in the Baltics
The Economic History Review, Volume 79, Issue 1, Page 342-376, February 2026.Abstract In this study, we explore the long‐run effects of Swedish and Polish–Lithuanian imperial legacies in the Baltic region. Using a robust regression discontinuity design, we identify persistent differences in socio‐economic development across the South Livonia–Courland and the South Livonia–Lettgallia borders that emerged as a result of the ...
Theocharis N. Grigoriadis, Alise Vitola
wiley +1 more source
The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis The Long Term Relation G-7 Growth Rates (1962-2012) [PDF]
, 2014 Bilal Kargı
openalex
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 ...
Escribano, Álvaro +2 more
core
Restoring Balance: The Intersection of Management and Fishing Sustainability in Indonesia
Fisheries Management and Ecology, Volume 33, Issue 1, Page 54-68, February 2026.ABSTRACT As the world's second‐largest fish producer, Indonesia plays a crucial role in global fishing. However, overfishing, habitat degradation, population growth, and container port traffic threaten the sustainability of the fishing industry. We examined the impacts of fishing, population growth, and container port traffic on Indonesia's fishing ...
Kirca Mustafa +3 more
wiley +1 more source
Natural Resource Modeling, Volume 39, Issue 1, February 2026.ABSTRACT This study investigates how natural resources, productive capacities, climate resilience, green innovations, and education influence ecological sustainability in China. Using annual data from 2001 to 2023, we apply the Fourier ADF and Fourier ARDL approaches to capture nonlinear dynamics and smooth structural breaks often missed by traditional
Rui Zhang +3 more
wiley +1 more source
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.
Jeremy Smith, Jesus Otero
core
Looking Back to 1991 Economic Forecasting: Introducing Cointegration
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 1-21, February 2026.ABSTRACT Originally written in 1991 to advance the formal analysis of macroeconomic forecasting models and methods following the development of cointegration, alternative forecasting devices, conditional and unconditional forecasts, and data accuracy are considered.
David F. Hendry
wiley +1 more source