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
Sipols, Ana E. +2 more
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Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis [PDF]
This paper examines the linkationship between health care expenditures and gdp for 21 oecd countries using panel cointegration techniques. the analysis accounts for the fact that health care expenditures are not solely driven by income, but also by ...
Dreger, C., Reimers, H.E.
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The hidden carbon impact of animal disease. [PDF]
PLoS One, 2023 Soliman T, Barnes A, Helgesen IS.
europepmc +1 more source
Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test [PDF]
This study is able to uncover long-run cointegration relationship for Singapore and South Korea, based on the Breitung (2001) rank test procedures. Breitung (2001) rank test can detect both linear and nonlinear cointegration relationships, added value to
Chong Mun Ho +2 more
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Design and evaluation of bayesian optimized hybrid deep learning model for forecasting crop yields using climate dynamics. [PDF]
Sci RepMushtaq N +3 more
europepmc +1 more source
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity [PDF]
We test long¨Crun PPP within a general model of cointegration of linear and nonlinear form. Nonlinear cointegration is tested with rank tests proposed by Breitung (2001).
Syed A. Basher, Alfred A. Haug
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Array of Cointegrated Transistor-Based Artificial Neurons and Synapses for Neuromorphic Computing. [PDF]
SmallLee SW +9 more
europepmc +1 more source
Fractional Integration and Cointegration in US Financial Time Series Data [PDF]
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Luis A. Gil-Alana +1 more
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AI-based analysis of key predictors of CO<sub>2</sub> emissions across income groups. [PDF]
iScienceFannouch R, Tounsi S.
europepmc +1 more source
Testing for cointegration using induced-order statistics. [PDF]
In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random ...
Santos, T. +2 more
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