Results 191 to 200 of about 25,351,427 (247)

Fault Diagnosis With Dual Cointegration Analysis of Common and Specific Nonstationary Fault Variations

IEEE Transactions on Automation Science and Engineering, 2020
Nonstationary variations widely exist in abnormal industrial processes, in which the mean values and variances of the fault nonstationary variables change with time.
Yunyun Hu, Chunhui Zhao
semanticscholar   +1 more source

Total Variable Decomposition Based on Sparse Cointegration Analysis for Distributed Monitoring of Nonstationary Industrial Processes

IEEE Transactions on Control Systems Technology, 2020
For nonstationary processes, it is difficult to detect the abnormality which may be hidden by the normal nonstationary variations. The key issue is how to fully explore the underlying nonstationary variable relationships.
Chunhui Zhao, He Sun, Feng Tian
semanticscholar   +1 more source

Tourism, globalization and economic growth: a panel cointegration analysis for selected West African States

Current Issues in Tourism, 2017
C. Salifou, I. Haq
semanticscholar   +3 more sources

Environmental policy stringency, renewable energy consumption and CO2 emissions: Panel cointegration analysis for BRIICTS countries

International Journal of Green Energy, 2020
The aim of this paper is to investigate the relationship between environmental policy stringency and CO2 emissions in BRIICTS (Brazil, Russia, India, Indonesia, China, Turkey and South Africa) for the period 1993–2014 after controlling for renewable ...
Y. Wolde‐Rufael, Eyob Mulat Weldemeskel   +1 more
semanticscholar   +1 more source

A panel cointegration analysis of CO2 emissions, nuclear energy and income in major nuclear generating countries

Applied Energy, 2015
Jungho Baek
semanticscholar   +3 more sources

Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5

Economic Modelling, 2015
Mei-Se Chien, Chien‐Chiang Lee, T. Hu, Hui-Ting Hu   +3 more
semanticscholar   +3 more sources

Cointegration Analysis of Seasonal Time Series

Journal of Economic Surveys, 1998
This paper reviews various recent approaches to cointegration analysis of seasonal time series. In addition to the usual decisions concerning data transformations and univariate time series properties, it is necessary to decide how seasonal variation is included in the multivariate model and how standard cointegration methods should accordingly be ...
Franses, Philip Hans, McAleer, Michael
openaire   +2 more sources

Cointegration analysis of the Fed model

Finance Research Letters, 2005
The Fed Model assumes that, the equity earnings yield follows the bond yield in the long run. This effect can be used to predict changes in the equity prices when the yields are far apart. Our tests based on a cointegration analysis of the United States, United Kingdom and German data indicate that the Fed model has predictive power.
Matti Koivu, Teemu Pennanen, William T. Ziemba   +2 more
openaire   +1 more source

BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION

Econometric Theory, 2005
Summary: A Bayesian reference analysis of the cointegrated vector autoregression is presented based on a new prior distribution. Among other properties, it is shown that this prior distribution distributes its probability mass uniformly over all cointegration spaces for a given cointegration rank and is invariant to the choice of normalizing variables ...
openaire   +2 more sources

Vertical price leadership: A cointegration analysis

Agribusiness, 2002
AbstractHere we detail a method to test whether or not retailers allow suppliers to set the wholesale price not only on the basis of the costs faced by the suppliers but also on the basis of consumer demand. Using standard theory, long‐run price relationships between the stages in the channel are derived.
Kuiper, W.E., Meulenberg, M.T.G.
openaire   +1 more source