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Analysis of Factors Affecting Power Grid Investment Based on Johansen Cointegration Analysis Theory

2019
The power grid is one of the foundations of national economic construction. Considering the future development trend of power grid and power market, and the important challenges of grid investment decision, this paper mainly studies various factors affecting grid investment from two aspects: internal and external.
Wang Zhang +5 more
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Generalized VECM formulation and cointegrating rank determination by Johansen method

廣島大學經濟論叢, 2011
This paper discusses the issues on what representation can be formulated based on vector autoregressions and how the cointegrating rank can be determined by the well-known Johansen method when the valid derivation of the conventional VECM is not possible.
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Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies

1997
      
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Wage Growth and Inflation in the United States: Further Evidence from Johansen's Cointegration Approach

The American Economist, 1997
This paper examines the relationship between wage growth and inflation in the United States. It has been hypothesized that an autonomous wage change represent a significant component of inflation determination. We adopted the recent technique of unit-root testing and Johansen's maximum likelihood procedure to show that, although, wage growth has some ...
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A wavelet-based approach for Johansen’s likelihood ratio test for cointegration in the presence of measurement errors: An application to CO2 emissions and real GDP data

Communications in Statistics Case Studies Data Analysis and Applications, 2021
Olivier Habimana, Kristofer Mansson
exaly

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