Econometric methodology for selecting explanatory factors for power consumption. [PDF]
Guefano S.
europepmc +1 more source
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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Climate resilience of public health preventive and adaptive measures against diarrhea in Northern Ghana; a case study of the Tamale Metropolitan Area. [PDF]
Abdul-Ganiu Z, Shamsu-Deen Z, Yakubu A.
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Long-run relationships between international stock prices: further evidence from fractional cointegration tests [PDF]
The recent empirical literature supports the view that most of the international stock prices are not pairwise cointegrated. However, by using fractional cointegration techniques, this paper shows that France, Germany, Hong Kong, and Japan stock prices ...
Mohamed Boutahar +3 more
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Impact of air pollution on life expectancy: the role of digitalization, urbanization and institutional quality in BRICS economies. [PDF]
Zhang H +6 more
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Investigating the determinants of under-five child mortality in Türkiye: the role of inequality in access to healthcare. [PDF]
Kizilkaya S, Durgun B, Durgun F.
europepmc +1 more source
Is inflation always a monetary phenomenon in Malaysia?
The purpose of this study is to empirically re-investigate the money-prices nexus for Malaysia through the cointegration and causality techniques. This study covered the monthly data from 1971:01 to 2008:03.
Tang, Chor Foon
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Causal links between trade, foreign direct investment and economic growth for Bangladesh [PDF]
This study investigates empirically the causal relationship between trade, foreign direct investment (FDI) and economic growth of Bangladesh for the period of 1973 to 2008.
Syed Imran Ali Meerza
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Impact of Climate Change, Agricultural Credit and Inflation on Cereal Crop Productivity in Ethiopia: Novel Dynamic Simulated ARDL Approach. [PDF]
Cao J +4 more
europepmc +1 more source
This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
Abdulnasser, Hatemi-J
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