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Allgemeines Statistisches Archiv, 2006 The occurrence of unit roots in economic time series has far reaching consequences for univariate as well as multivariate econometric modelling. Therefore, unit root tests are nowadays the starting point of most empirical time series studies.
Hassler, Uwe, Wolters, Jürgen
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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
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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
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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
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Unit roots of the unit root L-functions of Kloosterman family
Finite Fields and Their Applications, 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
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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
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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
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ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series
Mathematics, 2021 In conventional Econometrics, the unit root and cointegration analysis are the only ways to circumvent the spurious regression which may arise from missing variable (lag values) rather than the nonstationarity process in time series data.
Ghulam Ghouse +3 more
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Multistep Forecast Averaging with Stochastic and Deterministic Trends
Econometrics, 2023 This paper presents a new approach to constructing multistep combination forecasts in a nonstationary framework with stochastic and deterministic trends.
Mohitosh Kejriwal +2 more
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UNIT ROOT TESTS WITH WAVELETS [PDF]
Econometric Theory, 2010 This paper develops a wavelet (spectral) approach to testing the presence of a unit root in a stochastic process. The wavelet approach is appealing, since it is based directly on the different behavior of the spectra of a unit root process and that of a short memory stationary process. By decomposing the variance (energy) of the underlying process into
Gencay, Ramazan, Fan, Yanqin
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