Results 71 to 80 of about 15,639,744 (351)
The power of bootstrap tests of cointegration rank
Computational Statistics, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Niklas Ahlgren, Jan Antell
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Business Strategy and the Environment, EarlyView.ABSTRACT As climate change and environmental deterioration continue to escalate due to substantial CO2 emissions, nations worldwide are implementing approaches to alleviate CO2 emissions and accomplish carbon neutrality (CNE) goals. The current study examined CNE objectives for five selected nations in Africa, spanning from 1990 to 2022.
John Wiredu +4 more
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A Python Module for Implementing Cointegration Tests with Multiple Endogenous Structural Breaks
Engineering ProceedingsTesting for long-run relationships between time series variables with short-run adjustments is an integral part of many empirical studies nowadays. Allowing for structural breaks in the estimations is a pertinent issue within this context. The purpose of
Abdulnasser Hatemi-J, Alan Mustafa
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A PANEL COINTEGRATION ANALYSIS: AN APPLICATION TO INTERNATIONAL TOURISM DEMAND OF THAILAND [PDF]
Annals of the University of Petrosani: Economics, 2010 This paper sought to find the long-run relationships between international tourist arrivals in Thailand and economic variables such as GDP, transportation cost and exchange rates during period of 1986 to 2007.
CHUKIAT CHAIBOONSRI +4 more
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Cointegration tests based on record counting statistics [PDF]
, 2003 This paper presents of number of cointegration tests that exploit the statistical properties of the records from the original time series variables. We prove their consistency and obtain their asymptotic null distributions.
Escribano, Álvaro, Aparicio, Felipe M.
core
Business Strategy and the Environment, EarlyView.ABSTRACT The circular economy (CE) has become a major focus in energy and environmental (E&E) research, as it helps advance sustainable development, improve resource efficiency and alleviate environmental pressure. Even so, the literature is still fragmented, particularly in the CE themes it explores, the levels of analysis it adopts and the methods ...
Jahira Debbarma +2 more
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Oil Prices and Stock Markets: Further Evidence from Newly Industrialized Countries [PDF]
Management and Economics Review, 2018 In this paper, the relationship between stock prices and global oil prices in newly industrialized countries (Brazil, China, India, Malaysia, Mexico, Philippines, South Africa, Thailand, Turkey and Indonesia) has been investigated.
Feyyaz ZEREN, Hilmi Tunahan AKKUŞ
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A comparison of cointegration tests [PDF]
Applications of Mathematics, 1996 In the paper some cointegration tests in time series are compared by means of Monte Carlo simulations.The first group of the tests are the ones applied to the residuals of the cointegration regression where one usually takes \(H_0\) (the null hypothesis): no cointegration (augmented Dickey-Fuller test, Phillips test, Durbin-Hausman test).
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Cognitive Decline on the Bench: A Text Analysis of the Opinions of Justice Stephen Field
Behavioral Sciences &the Law, EarlyView.ABSTRACT This paper uses text analysis to understand how cognitive decline affected the opinion writing of Justice Stephen Field over the course of his career. Justice Field is used as a case study because of his lengthy tenure, the fact he did not have law clerks to write opinions for him, and because it is widely known he was senile for the last part
Mikel A. Norris
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Structural break and consumer prices: the case of Malaysia
Cogent Business & Management, 2020 This paper studies the dynamic behaviour of both linear and non-linearity of consumer prices in Peninsular Malaysia and Sabah from 2004 to 2015. For linear tests, monthly prices data of consumer price index (CPI) for nine groups of goods and services ...
Siti Marsila Mhd Ruslan, Kasypi Mokhtar
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