Results 271 to 280 of about 43,386 (309)

Subnational heterogeneity in climate-smart agriculture green finance and irrigation efficiency across seven African nations. [PDF]

Sci Rep
Bensadi A.
europepmc   +1 more source

Green finance and environmental sustainability: evaluating the role of urbanization, energy, and institutional quality in Asia's low-carbon transition. [PDF]

Sci Rep
Wang Q, Ahmad S, Zehra N.
europepmc   +1 more source

IS<i>1216</i> drives the evolution of pRUM-like multidrug resistance plasmids in <i>Enterococcus faecium</i>. [PDF]

Microb Genom
Allen F, McInnes RS, van Schaik W, Moran RA.   +3 more
europepmc   +1 more source

Threshold Cointegration [PDF]

International Economic Review, 1997
Summary: We consider a model in which there is discontinuous adjustment to a long-run equilibrium. Here, the equilibrium error follows a threshold autoregression that is mean-reverting outside a given range and has a unit root inside the range. We suggest a two-step approach for examining threshold cointegration.
Nathan S. Balke, Thomas B. Fomby
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Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

The Journal of Finance, 1994
ABSTRACTMultivariate tests due to Johansen (1988, 1991) as implemented by Baillie and Bollerslev (1989a) and Diebold, Gardeazabal, and Yilmaz (1994) reveal mixed evidence on whether a group of exchange rates are cointegrated. Further analysis of the deviations from the cointegrating relationship suggests that it possesses long memory and may possibly ...
Baillie, Richard T, Bollerslev, Tim
openaire   +1 more source

Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships

Statistical Methodology, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Krishnakumar, Jaya, Neto, David
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Seasonal Integration and Cointegration*

Journal of Econometrics, 1990
Abstract Abstract. This paper develops tests for roots in linear time series which have a modulus of one but which correspond to seasonal frequencies. Critical values for the tests are generated by Monte Carlo methods or are shown to be available from Dickey-Fuller or Dickey-Hasza-Fuller critical values.
Hylleberg, Svend, Engle, Robert F., Granger, Clive W.J., Yoo, B. Sam   +3 more
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Canonical Cointegrating Regressions

Econometrica, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Cointegration

1997
Abstract 9.1.1. As another important application of our method let us consider the problem of whether micro cointegration implies macro cointegration. We do not want to deal with the problem at a high level of generality. However, the reader will be easily convinced that our results, obtained in the two variable case, can be extended ...
Mario Forni, Marco Lippi
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Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model

Energy Economics, 2009
Nicholas Apergis, James E Payne
exaly