Results 11 to 20 of about 321,053 (289)
Pitfalls in testing for long run relationships [PDF]
, 1998 This paper analyzes the robustness of the two most commonly used cointegration tests: the single equation based test of Engle and Granger (EG) and the system based test of Johansen.
Gonzalo, Jesús, Lee, Tae-Hwy
core +5 more sources
Cointegration Between Macroeconomic Variables and Sectoral Indices Movement in Bursa Malaysia [PDF]
Global Journal Al-Thaqafah, 2017 This paper examines the cointegration between sectoral indices in Bursa Malaysia and the selected macroeconomic variables, namely, oil price (OP), gold price (GP), and exchange rate (ER), during the period 1995- 2014.
Jaafar Pyeman, Ismail Ahmad
doaj +1 more source
Determinants of Budget Deficit in Nigeria
Journal of International Business, Economics and Entrepreneurship, 2021 This paper investigates the factors governing the determination of budget deficit in Nigeria from 1981q1 through 2016q4. Our methodology is based on Johansen cointegration and Vector Error Correction model (VECM) approach.
Maimuna M. Shehu, Ibrahim M. Adamu
doaj +3 more sources
Estimation of Ahvaz Pipe Mill's Production Function [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2004 Due to the importance of production of pipes in oil and gas industries, the estimation of oil and gas pipe production function is of great interest. To this end, Ahvaz pipe mill, the largest pipe mill in Iran, has been chosen as a case study and its ...
Mansour Zerra Nezhad +1 more
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Hjalmar Johansen: Selv-anden på 86°14’. Opptegnelser fra den norske polarferd 1893-96
Nordlit: Tidsskrift i litteratur og kultur, 2007 I Selv-anden på 86°14' forteller Johansen om Framekspedisjonens reise mot nordpolen i årene 1893-96, og leserne får gjennom denne reiseskildringen et innblikk i de fornøyelser og prøvelser mannskapet går gjennom for å nå verdens nordligste punkt. I denne
Gunhild Bøkestad
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Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction [PDF]
, 2003 We propose a straightforward extension of our previously proposed log-periodic power law model of the ``anti-bubble'' regime of the USA market since the summer of 2000, in terms of the renormalization group framework to model critical points.
Bouchaud +23 more
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Хабаршысы. Экономика сериясы, 2023 Turkey adopted a policy of openness with the decisions of January 24, 1980. The openness policy implemented by Turkey has significantly increased the ability of the Turkish economy to attract foreign capital, with the effect of increasing international ...
Yılmaz Ulvi UZUN, Hakan KAYA
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The Effect of Sectoral Bank Loans on Economic Growth in Turkey
İstanbul İktisat Dergisi, 2022 In this study the effect of the loans extended by banks on the growth of the sector on a sectoral basis in the quarter of 2004Q1 and 2021Q2 in Turkey has been examined.
Tacinur Akça
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How to Bootstrap Aalen-Johansen Processes for Competing Risks? Handicaps, Solutions and Limitations
, 2014 Statistical inference in competing risks models is often based on the famous Aalen-Johansen estimator. Since the corresponding limit process lacks independent increments, it is typically applied together with Lin's (1997) resampling technique involving ...
Dobler, Dennis, Pauly, Markus
core +2 more sources
Is There Any Sectoral Cointegration in Indonesia Equity Market?
International Research Journal of Business Studies, 2018 This research analyzes short and medium-run cointegration relationship among 9 sectoral indices in Indonesia equity market (JCI), using 2012-2016 weekly closing prices as the data.
Aileen Clarissa Surya, Gabriella Natasha
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