Results 141 to 150 of about 23,114,135 (294)

The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach [PDF]

We analyzed the relationship between wages and productivity in 1990 - 2007 period in Turkey. At the first stage we followed the traditional unit root tests and apply the analysis followed by unit root test procedure proposed by Caner and Hansen (2001 ...
Alp, Aykaç, Bildirici, Melike
core  

Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley   +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

The Relationship Between Corruption and Public Investment: The Case of Turkey [PDF]

This study examines the relationship between corruption and public investment in Turkey for the annual sample period between 1975-2007, using Johansen (1988) and Johansen and Juselius (1990) cointegration analysis.
Yýldýz Saðlam, Ünal Arslan
core  

Bayesian approaches to cointegration [PDF]

, 2006
The degree of empirical support of a priori plausible structures on the cointegration vectors has a central role in the analysis of cointegration. Villani (2000) and Strachan and van Dijk (2003) have recently proposed finite sample Bayesian procedures to
Koop, Gary, Strachan, Rodney, Van Dijk, Herman, Villani, Mattias   +3 more
core  

Forecasting Climate Change Using a Multivariate Cointegrated System

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea‐ice extent and sea‐level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases.
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry, Luke P. Jackson   +3 more
wiley   +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

Hidden panel cointegration [PDF]

This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
Abdulnasser, Hatemi-J
core   +1 more source