Results 271 to 280 of about 23,114,135 (294)

An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

, 1995
M Hashem Pesaran, Y. Shin, P. Boswijk, C. Granger, A. Holly, K. Im, B. McCabe, S. Satchell, Richard J. Smith, Ron P. Smith   +9 more
semanticscholar   +1 more source

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
E. Tomé, M. Pimentel, J. Figueiras
semanticscholar   +1 more source

Non parametric Fractional Cointegration Analysis [PDF]

, 2007
This paper provides a theoretical fractional cointegration analysis in a nonparametric framework. We solve a generalized eigenvalues problem. To this end, a couple of random matrices are constructed taking into account the stationarity properties of the differencesof a fractional p-variate integrated process. These difference orders are assumed to vary
Mauro Costantini, Roy Cerqueti
openaire  

Testing environmental Kuznets curve hypothesis in the presence of green revolution: a cointegration analysis for Pakistan

Environmental science and pollution research international, 2020
Arif Ullah, D. Khan
semanticscholar   +1 more source

Dynamics of global roundwood prices – Cointegration analysis

, 2020
R. Chudy, R. Hagler
semanticscholar   +1 more source

Renewable energy, carbon emissions, and economic growth in 24 Asian countries: evidence from panel cointegration analysis

Environmental science and pollution research international, 2017
Wen-Cheng Lu
semanticscholar   +1 more source

Condition monitoring and fault detection in wind turbines based on cointegration analysis of SCADA data

, 2018
P. Dao, W. Staszewski, T. Barszcz, T. Uhl   +3 more
semanticscholar   +1 more source

Stationarity‐Based Approach for the Selection of Lag Length in Cointegration Analysis Used for Structural Damage Detection

Comput. Aided Civ. Infrastructure Eng., 2017
P. Dao, W. Staszewski, A. Klepka
semanticscholar   +1 more source

Cointegration Analysis

2016
openaire   +1 more source

Cointegration Analysis

2015
openaire   +1 more source