Results 181 to 190 of about 25,351,427 (247)

Statistical analysis of cointegration vectors

Journal of Economic Dynamics and Control, 1988
Abstract We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by id. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimensions.
S. Johansen
semanticscholar   +4 more sources

Renewable energy consumption, carbon emissions, and development stages: Some evidence from panel cointegration analysis

Renewable Energy, 2019
Renewable energy consumption has been promoted to mitigate climate change problems under various schemes, such as the Kyoto Protocol and the Paris Agreement.
K. Nguyen, M. Kakinaka
semanticscholar   +3 more sources

Damage detection under environmental and operational effects using cointegration analysis – Application to experimental data from a cable-stayed bridge

Mechanical Systems and Signal Processing, 2020
One of the main challenges that Structural Health Monitoring (SHM) faces when transitioning from academia to real-world applications is the discernment between structural changes due to damage and normal environmental, operational and long-term effects ...
E. Tomé, M. Pimentel, J. Figueiras
semanticscholar   +3 more sources

Adaptive Cointegration Analysis and Modified RPCA With Continual Learning Ability for Monitoring Multimode Nonstationary Processes

IEEE Transactions on Cybernetics, 2022
This study investigates nonstationary process monitoring under frequently varying modes, where new modes are allowed to emerge constantly. However, in current multimode process monitoring methods, generally, data are required from all possible modes and ...
Jingxin Zhang, Donghua Zhou, Maoyin Chen
semanticscholar   +1 more source

Fault detection for chemical processes based on non-stationarity sensitive cointegration analysis.

ISA transactions, 2022
Due to the time-varying operation conditions, chemical processes are characterized by non-stationary characteristics, which makes it a great challenge for conventional process monitoring methods to capture the non-stationary variations In the non ...
Jian Huang   +3 more
semanticscholar   +1 more source

Trade Openness, Foreign Direct Investment, and Human Development: A Panel Cointegration Analysis for MENA Countries

The international trade journal, 2021
This article analyzes whether trade openness and foreign direct investment are driving factors for human development in the Middle East and North African region. We used data of 13 MENA countries over the period of 2002 to 2015.
H. Hamdi, Abdelaziz Hakimi
semanticscholar   +1 more source

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