Results 1 to 10 of about 4,784,645 (352)
Unit roots of the unit root $L$-functions of Kloosterman family [PDF]
arXiv, 2023 As a consequence of Wan's theorem about Dwork's conjecture, the unit root $L$-functions of the $n$-dimensional Kloosterman family are $p$-adic meromorphic. By studying the symmetric power $L$-functions associated to the Kloosterman family, we prove that for each $0\le j\le n$, the unit root $L$-function coming from slope $j$ has a unique unit root ...
Yang, Liping, Zhang, Hao
arxiv +3 more sources
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots [PDF]
SSRN Electronic Journal, 2000 We examine some of the consequences on commonly used unit root tests when the underlying series is integrated of order two rather than of order one. It turns out that standard augmented Dickey–Fuller type of tests for a single unit root have excessive density in the explosive region of the distribution.
Niels Haldrup, Peter Lildholdt
openalex +6 more sources
Unit roots of the unit root $L$-functions [PDF]
arXivAdolphson and Sperber characterized the unique unit root of $L$-function associated with toric exponential sums in terms of the $\mathcal{A}$-hypergeometric functions. For the unit root $L$-function associated with a family of toric exponential sums, Haessig and Sperber conjectured its unit root behaves similarly to the classical case studied by ...
Yang, Liping, Zhang, Hao
arxiv +3 more sources
Secular decline in profit rates: time series analysis of a classical hypothesis [PDF]
The European Journal of Comparative Economics, 2018 Recent global financial crisis and ongoing turbulence in the global economy revived interest in the classical hypothesis of declining profit rates and vanishing profit opportunities as one of the reasons of economic instabilities.
Ivan D. Trofimov
doaj +1 more source
COINTEGRATION AND UNIT ROOTS [PDF]
Journal of Economic Surveys, 1990 Abstract. This paper provides an updated survey of a burgeoning literature on testing, estimation and model specification in the presence of integrated variables. Integrated variables are a specific class of non‐stationary variables which seem to characterise faithfully the properties of many macroeconomic time series.
Dolado, J +2 more
openaire +4 more sources
OPEC Market Power; Testing the Existence of Cooperative Behavior of OPEC’s Members with ARDL Approach [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2017 Market power refers to the ability to affecting to the market. The firm has a pricing power in the monopoly market. One of the types of monopolies is the cartel.
Seyed Mohammad Shahab Tabatabaee Atabak +2 more
doaj +1 more source
Unit Roots and Cointegration in Panels [PDF]
SSRN Electronic Journal, 2005 This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large. It distinguishes between the first generation tests developed on the assumption of the cross section independence, and the second generation tests that allow, in a variety of ...
Breitung, J., Pesaran, M.H.
openaire +7 more sources
Frontiers in Energy Research, 2021 This study analyzes a dynamic long-run and short-run causal nexus between energy consumption and economic growth in the presence of capital, labor, and urbanization over the period 1971–2014, in Malaysia. The stationarity issue was tested using augmented
Habib Nawaz Khan +2 more
doaj +1 more source
On Bayesian routes to unit roots [PDF]
Journal of Applied Econometrics, 1991 AbstractThis paper is a comment on P. C. B. Phillips, ‘To criticise the critics: an objective Bayesian analysis of stochastic trends’ [Phillips, (1991)]. Departing from the likelihood of an univariate autoregressive model different routes that lead to a posterior odds analysis of the unit root hypothesis are explored, where the differences in routes ...
Schotman, Peter C, van Dijk, Herman K
openaire +4 more sources
Unit Root Volatility Due to Covid-19 Epidemic in the Crude Oil Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2021 The price of crude oil is one of the most important indicators of the global economy, which is monitored by policymakers, producers, consumers, and participants in financial markets.
mojtaba rostami, Alireza Najjarpour
doaj +1 more source