Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison [PDF]
Vasco J. Gabriel
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Analysis of Relevant Factors Influencing the Development of Pharmacist Human Resources in China: Based on the Time Series Vector Auto-Regression Model. [PDF]
Guo W+7 more
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ABSTRACT This study navigates the complex intersection of fiscal policy, governance quality, and environmental sustainability within Sub‐Saharan Africa (SSA). Utilizing a dataset from 2005 to 2020 encompassing 33 SSA countries, the study employs the environmental load capacity factor (LCF) to assess environmental sustainability within the STIRPAT ...
Kingsley Ikechukwu Okere+3 more
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Price Incentives, Non‐price Factors and Agricultural Production in Sub‐Saharan Africa: A Cointegration Analysis [PDF]
Rainer Thiele
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Exploring the nexus of industrial production and energy consumption on CO2 emissions in Bangladesh through ARDL bounds testing insights. [PDF]
Salan MSA+5 more
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An Empirical Analysis of the Impact of Financialisation on the Rate of Profit for the US (1955–2019)
ABSTRACT The purpose of this article is to examine the relationship between financialisation and functional income distribution. To this end, we empirically analyse the relationship between financialisation, the real wage level and the rate of profit in the US (1955–2019) using structural vector autoregressive modelling. According to our results, while
Maria Cristina Barbieri Góes+3 more
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A case study of the residual-based cointegration procedure [PDF]
Riccardo Biondini+2 more
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Manufacturing sector spatial pattern evolution and its relationship with regional economic differences: Evidence from Jiangsu, China. [PDF]
Li E, Liu Z, Ma Y, Zhong W, Zhang R.
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Abstract We address the issue of testing for threshold nonlinearity in the conditional mean in the presence of conditional heteroskedasticity. We propose a supremum Lagrange multiplier approach to test a linear ARMA‐GARCH model versus a TARMA‐GARCH model.
Francesco Angelini+3 more
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