Results 101 to 110 of about 67,836 (307)
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) [PDF]
This paper considers a test of the rank of cointegration. The test is based on the fact that in an m-variate system the m-r th principal component is I (1) under the null of r cointegration rank but I (0) under the alternative of r+1 cointegration rank ...
Hiroaki Chigira
core
APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS
Journal of Economic Surveys, 1998 The asymptotic distributions of cointegration tests are approximated using the Gamma distribution. The tests considered are for the I(1), the conditional I(1), as well as the I(2) model. Formulae for the parameters of the Gamma distributions are derived from response surfaces. The resulting approximation is flexible, easy to implement and more accurate
openaire +2 more sources
Sustainable Development, EarlyView.ABSTRACT Illegal gold mining has emerged as a major sustainability threat in the Amazon, eroding Indigenous rights, forest integrity, and climate mitigation efforts. This study examines how international market incentives relate to the expansion of illegal mining and associated deforestation within the Yanomami Indigenous Territory (YIT) from 2008 to ...
Shirléia Lago Santos +2 more
wiley +1 more source
THE RELATIONSHIP BETWEEN ROMANIAN EXPORTS AND ECONOMIC GROWTH AFTER THE ADHESION TO EUROPEAN UNION [PDF]
Risk in Contemporary Economy, 2015 This paper explores the relationship between the quarterly values of the Romanian exports and of the Gross Domestic Product for the period 2007 – 2014, which was marked by the consequences of the adhesion to European Union and by the global crisis.
Ramona Dumitriu, Razvan Stefanescu
doaj
Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests. [PDF]
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
core
Sustainable Development, EarlyView.ABSTRACT Urbanization is a defining feature of contemporary development, shaping economic opportunities, social structures, and health outcomes. This study examines the influence of urbanization on life expectancy in Bangladesh, with particular attention to the role of the energy mix and industrialization.
Md. Hasanur Rahman +3 more
wiley +1 more source
Russian Journal of Economics, 2015 This paper investigates the level of capital mobility in Russia, testing the Feldstein–Horioka (1980) puzzle (FHP). The study examines relations between saving and investment flows in Russia in the presence of structural breaks.
Natalya Ketenci
doaj +1 more source
Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems [PDF]
This study develops new tests for unit roots and cointegration rank in heterogeneous time series panels using methods that are robust to the presence of both incidental trends and cross sectional dependency of unknown form. Furthermore, the procedures do
Peter Pedroni, Tim Vogelsang
core
Sustainable Development, EarlyView.ABSTRACT East Africa has recorded strong economic growth over the past three decades alongside a steady rise in carbon emissions, raising concerns about whether the region can sustain growth without worsening environmental pressures. This study incorporates key macroeconomic drivers of carbon emissions using panel data for 9 countries from 1990 to 2023,
Princewill Okwoche +2 more
wiley +1 more source
International Journal of Financial StudiesChallenging the perceived immunity of Islamic stocks to the global financial crisis, this research investigates whether there was any coherence and long-run cointegration between Islamic stocks of BRIC countries and S&P 500 options implied volatility ...
Ariful Hoque, Tanvir Bhuiyan, Thi Le
doaj +1 more source