Results 101 to 110 of about 205,970 (321)

Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests [PDF]

Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and ...
Jesús Otero, Mark J. Holmes, Theodore Panagiotidis   +2 more
core   +3 more sources

Global Burden of Disease Due to High Body Mass Index and Projections to 2040: A Study Based on the Global Burden of Disease Study 2019

The International Journal of Health Planning and Management, EarlyView.
ABSTRACT Background The prevalence of high body mass index (BMI) contributes to an increased risk of various diseases. This study aimed to identify global disease burden trends associated with high BMI from 1990 to 2019 and forecasts up to 2040. Methods Using data from the global burden of disease (GBD) 2019 study, we analysed the number and ratio of ...
Eun‐Ji Kim, Yoonseo Park, Sewon Park, Mihajlo Jakovljevic, Munjae Lee   +4 more
wiley   +1 more source

On the Stationarity of Current Account Deficits in the European Union [PDF]

In this paper, we test for the stationarity of EU current account deficits. Our testing strategy addresses two key concerns with regard to unit root panel data testing, namely (i) the identification of which panel members are stationary, and (ii) the ...
Jesús Otero, Mark J. Holmes, Theodore Panagiotidis   +2 more
core  

A note on the determinants of non‐fungible tokens returns

International Journal of Finance &Economics, EarlyView.
Abstract We aim to identify the determinants of non‐fungible tokens (NFTs) returns. The 10 most popular NFTs based on their price, trading volume, and market capitalisation are examined. Twenty‐three potential drivers of the returns of each NFT are considered.
Theodore Panagiotidis, Georgios Papapanagiotou   +1 more
wiley   +1 more source

The stationarity bias in research on the environmental determinants of health.

Health and Place, 2021
M. Kwan
semanticscholar   +1 more source

Strict stationarity testing and estimation of explosive ARCH models [PDF]

This paper studies the asymptotic properties of the quasi-maximum likelihood estimator of ARCH(1) models without strict stationarity constraints, and considers applications to testing problems.
Francq, Christian, Zakoian, Jean-Michel
core   +1 more source

The dimensionless dissipation rate and the Kolmogorov (1941) hypothesis of local stationarity in freely decaying isotropic turbulence

, 2017
An expression for the dimensionless dissipation rate was derived from the Karman-Howarth equation by asymptotic expansion of the second- and third- order structure functions in powers of the inverse Reynolds number.
Fairhurst, R. B., McComb, W. D.
core   +1 more source

On stochastic stationarity of renewal processes [PDF]

, 1967
Torbjörn Thedéen
openalex   +1 more source

Green banks versus non‐green banks: A financial stability comparative analysis in terms of CAMEL ratios

International Journal of Finance &Economics, EarlyView.
Abstract This study examines green and non‐green‐banks from a financial stability point of view and specifically whether there are any discernible performance differences between the two groups. Using the supervisory ratios namely CAMEL variables, and employing panel data techniques (random effects model) and a global panel data set of 165 banks from ...
Ioannis Malandrakis, Konstantinos Drakos
wiley   +1 more source

Choosing Between Panel Data Stationarity Tests [PDF]

When testing for stationarity in panel data several tests are available. These tests differ in degree to which they allow for serial correlation in the series under the null hypothesis.
Kristian Jönsson
core