Results 101 to 110 of about 44,722 (216)

The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies [PDF]

The validity of the expectations hypothesis of the term structure is examined for a sample of Asian countries. A panel stationarity testing procedure is employed that addresses both structural breaks and cross-sectional dependence.
Mark J. Holmes, Theodore Panagiotidis, Jesús Otero   +2 more
core  

On The Sustainability of the EU’s Current Account Deficits. [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 members-states are stationary, and (ii) the ...
Jesus Otero, Mark J. Holmes, Theodore Panagiotidis   +2 more
core  

Quasi-Stationarity [PDF]

Quasi-Stationarity Models for Dumenci and Windle Dataset, As Well As Test of a Single ...
D. Betsy McCoach, David A. Kenny
core   +2 more sources

Spurious Instrumental Variables [PDF]

Spurious regression phenomenon has been recognized for a wide range of Data Generating Processes: driftless unit roots, unit roots with drift, long memory, trend and broken-trend stationarity, etc. The usual framework is Ordinary Least Squares.
Daniel Ventosa-Santaularia
core  

TESTING STATIONARITY USING RESIDUAL [PDF]

Stationarity is assumed in many conventional analysis of time series data.
柳川, 堯, 大濵, 巖, Yanagawa, Takashi, Ohama, Gan   +3 more
core  

Testing for Strict Stationarity [PDF]

The investigation of the presence of structural change in economic and financial series is a major preoccupation in econometrics. A number of tests have been developed and used to explore the stationarity properties of various processes.
George Kapetanios
core  

Non-linear PPP in South Asia and China [PDF]

This study tests the purchasing power parity hypothesis for four South Asian economies and China by employing a recent nonlinear test of stationarity. Besides testing the CPI based PPP, we have also used PPI based real exchange rate in the analysis.
Shabbir Ahmad, Abdul Rashid
core  

Improving sampling efficacy on high-dimensional distributions with thin high-density regions using Conservative Hamiltonian Monte Carlo. [PDF]

PNAS Nexus
McGregor G, Wan ATS.
europepmc   +1 more source

Frequency-adaptive deep learning for multi-horizon weather forecasting in environmental monitoring applications. [PDF]

Sci Rep
Tang J, Zhu Q, Yan X.
europepmc   +1 more source