A Novel Adaptive SFA-LII Based Fault Detection Method for Nonstationary Processes. [PDF]
ACS OmegaZhang C, Kong X, Liu M, Li C.
europepmc +1 more source
MONTE CARLO EVIDENCE ON COINTEGRATION AND CAUSATION [PDF]
The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR
Zapata, Hector O., Rambaldi, Alicia N.
core
Forecasting the Price of Gold with Integrated Media Sentiment-A Prediction Framework Based on Online News Sentiment Mining with CNN-QRLSTM. [PDF]
Entropy (Basel)Ji Y, Lei X, Zhang L, Heng J, Fan J.
europepmc +1 more source
Mean-Variance Cointegration and the Expectations Hypothesis [PDF]
The present paper sheds further light on a well-known (alleged) violation of the expec- tations hypothesis of the term structure (EHT) - the frequent finding of unit roots in interest rate spreads.
Till Strohsal, Enzo Weber
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Multi-replicon Architecture Drives the Global Accumulation of Resistance to Antimicrobials, Biocides, and Metals in IncF and IncH Plasmids. [PDF]
Curr Microbiolde Souza HCA +3 more
europepmc +1 more source
Autoregressive distributed lag models and cointegration [PDF]
This paper considers cointegration analysis within an autoregressive distributed lag (ADL) framework. First, different reparameterizations and interpretations are reviewed.
Hassler, Uwe, Wolters, Jürgen
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Breaking the cycle: long-term socio economic determinants of child labour in SAARC countries. [PDF]
BMC Public HealthMagammana T +4 more
europepmc +1 more source
A Residual-Based LM Test for Fractional Cointegration [PDF]
Nonstationary fractionally integrated time series may possibly be fractionally cointegrated. In this paper we propose a test for the null hypothesis of no cointegration.
Breitung, Jörg, Hassler, Uwe
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Conventional and hybrid time series models for forecasting medication dispensing and errors integration in automated dispensing cabinets. [PDF]
Sci RepAl Mutair A +8 more
europepmc +1 more source
Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration [PDF]
This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009)
Schindler, Felix, Voronkova, Svitlana
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