Results 241 to 250 of about 23,114,135 (294)

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   +2 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

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

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

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   +1 more source

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

, 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   +1 more
semanticscholar   +1 more source

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