Results 71 to 80 of about 44,722 (216)
Impact of FDI on Tax Revenue in Pakistan [PDF]
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
Quantitative competition analysis: Stationarity tests in geographic market definition [PDF]
The paper focuses on the delineation of geographic markets in competition analysis, investigating the use of both quantitative and qualitative evaluation in the market definition exercise.
Willem Boshoff
core
ANALYSIS OF MATHEMATICAL MODELS USED FOR ECONOMETRICAL TIME SERIES FORECASTING
In the paper changes of the Russian citizens’ welfare are explored. The time lapse of the data is: 2000-2018. In the first part of the paper the representative individual samples of “The Russian Longitudinal Monitoring Survey - Higher School of Economics
D. A. Petrusevich
doaj +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
Construction of Stationarity Tests with Less Size Distortions [PDF]
We propose a (trend) stationarity test with a good finite sample size even when a process is (trend) stationary with strong persistence; this is useful for distinguishing between a (trend) stationary process with strong persistence and a unit root ...
Kurozumi, Eiji
core
Testing Stationarity of Budgetary Position in Developing Countries [PDF]
In this paper, we examine stationarity properties of data on budget deficits for a cluster of twenty-seven developing countries (D-27) for the period spanning 1970 to 2003.
Ahmad Zubaidi Baharumshah +3 more
core
Stationarity of Operator Algebras
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Panel Stationarity Tests with Cross-sectional Dependence [PDF]
We present a test of the null hypothesis of stationarity against unit root alternatives for panel data that allows for arbitrary cross- sectional dependence.
Steve Leybourne +2 more
core
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes [PDF]
We consider a family of GARCH(1,1) processes introduced in He and Teräsvirta (1999a). This family contains various popular GARCH models as special cases.
Meitz, Mika
core

