Results 71 to 80 of about 96,433 (236)
On the Autocorrelation and Stationarity of Multi-Scale Returns
MathematicsIn this article, we conduct a statistical analysis of the autocorrelation functions (ACF) of multi-scale logarithmic returns computed over maximal monotonic uninterrupted trends (runs) in financial indices’ daily data. We analyze the Dow Jones Industrial
Carlos Manuel Rodríguez-Martínez +4 more
doaj +1 more source
Studia Humanitatis, 2022 The article discusses the evolution of “accessibility” concept in zemstvo medicine at the turn of the 19th and 20th centuries. The main theoretical approaches to the definition of this concept at different stages of the development of medical thought are
Lyubushkin Alexander Dmitrievich
doaj
On Detecting Degenerate Stationarity
Journal of Optimization Theory and ApplicationszbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +4 more sources
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
Exponential-Gaussian Distribution and Associated Time Series Models
Revstat Statistical Journal, 2023 Exponential-Gaussian distribution has already appeared in the literature and it is widely used in many fields. In this paper, we study its application in time series through a model-based approach. An autoregressive process of order one with exponential-
Nitha K.U, Krishnarani S.D.
doaj
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 ...
Mark J. Holmes +2 more
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Asymptotic null distributions of stationarity and nonstationarity [PDF]
The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error ...
Nunzio Cappuccio, Diego Lubian
core
Impact of FDI on Tax Revenue in Pakistan [PDF]
Pakistan Journal of Commerce and Social Sciences, 2013 The study attempts to find the impact of foreign direct investment on tax revenue in Pakistan. Foreign direct investment and gross domestic product per person employed are used as independent variables and tax revenue is taken as dependent variable ...
Haider Mahmood, A.R. Chaudhary
doaj
, 2016 This paper presents a discussion of some of the issues associated with the multiple sources of uncertainty and non-stationarity in the analysis and modelling of hydrological systems.
K. Beven
semanticscholar +1 more source