Results 1 to 10 of about 6,213,269 (396)

Unit root testing [PDF]

open access: yesAllgemeines Statistisches Archiv, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wolters, Jürgen, Hassler, Uwe
openaire   +5 more sources

Is Current Account of Turkey Sustainable ? Evidence from Nonlinear Unit Root Tests

open access: greenRomanian Economic Journal, 2015
In this paper, current account sustainability of Turkey is analyzed in a nonlinear framework. Various nonlinear unit root tests have been used to test for structural break, sign and size nonlinearity. We have tested structural break and size nonlinearity
Serkan Taştan , Kıvanç Halil Arıç
doaj   +1 more source

COINTEGRATION AND UNIT ROOTS [PDF]

open access: yesJournal 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   +3 more sources

OPEC Market Power; Testing the Existence of Cooperative Behavior of OPEC’s Members with ARDL Approach [PDF]

open access: yesPizhūhishnāmah-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 Root Volatility Due to Covid-19 Epidemic in the Crude Oil Market [PDF]

open access: yesPizhūhishnāmah-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

Unit roots of the unit root L-functions of Kloosterman family

open access: yesFinite 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
openaire   +2 more sources

Secular decline in profit rates: time series analysis of a classical hypothesis [PDF]

open access: yesThe 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

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