Results 101 to 110 of about 25,351,427 (247)

Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend [PDF]

When analysing macro economic data it is often of relevance to allow for structural breaks in the statistical analysis. In particular cointegration analysis in the presence of structural breaks could be of interest.
Bent Nielsen
core  

Recent Advances in Cointegration Analysis

, 2004
http://www.iue.it/PUB/ECO2004-12 ...
openaire   +4 more sources

INVESTMENT AND ECONOMIC GROWTH [PDF]

We used unit root and cointegration techniques to determine the long run relationship between GDP and investment for 90 countries using data from World Bank for the period 1960-1992.
Anwer, Muhammad Sarfraz, Sampath, Rajan K.   +1 more
core   +1 more source

Price Behavior and Market Integration in European Union Electricity Markets: A VECM Analysis

Energies
This study examines the integration and price behavior of European Union electricity markets using a Vector Error Correction Model (VECM). Employing daily wholesale day-ahead electricity prices from 24 EU countries spanning October 2017 to September 2024,
Cristian Valeriu Stanciu, Narcis Eduard Mitu   +1 more
doaj   +1 more source

A cointegration analysis of rabies cases and weather components in Davao City, Philippines from 2006 to 2017. [PDF]

PLoS One, 2020
Lachica ZPT, Peralta JM, Diamante EO, Murao LAE, Mata MAE, Alviola Iv PA.   +5 more
europepmc   +1 more source

Long Run Relationship Between Exports, Imports and its Determinants of Medical Instruments: Case of Pakistan

International Journal of Experiential Learning & Case Studies, 2020
Medical instruments are the popular export products of Pakistan and retain their competitive edge in this f ield of medical instruments. After the review of literature, this study aims to check the existence of a long-run relationship between export of ...
Fazal-ur-Rehman
doaj  

Population Age Structure and Greenhouse Gas Emissions from Road Transportation: A Panel Cointegration Analysis of 21 OECD Countries. [PDF]

Int J Environ Res Public Health, 2020
Lim H, Kim J, Jo HH.
europepmc   +1 more source

Exports,growth and causality. New evidence on Italy: 1863-2004 [PDF]

This paper investigates the causal relationship between real export and real GDP in Italy from 1863 to 2004 by using cointegration analysis and causality tests.
Alberto Rinaldi, Barbara Pistoresi
core  

Iteratively Learning Reconstruction of Blade Tip-Timing Signals and Cointegration-Based Damage Detection Under Variable Conditions

IEEE Access
Blade tip-timing (BTT) is a direct blade vibration monitoring technique and how to use under-sampled BTT signals for blade damage detection is still challenging under variable conditions. Compressed sensing (CS) has been introduced for reconstructing BTT
Zhongsheng Chen, Haopeng Liu, Lianying Liao   +2 more
doaj   +1 more source

Structural vector autoregressive analysis for cointegrated variables

Allgemeines Statistisches Archiv, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources