Results 31 to 40 of about 4,784,645 (352)
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2021 The unit root test proposed by Ranjbar et al. (2018) was examined for an alternative of stationary asymmetric exponential smooth transition autoregressive (AESTAR) under structural breaks.
Atilla Hepkorucu, Mehmet Çınar
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Evaluating the Performance of Unit Root Tests in Single Time Series Processes
Mathematics and Statistics, 2020 Unit root tests for stationarity have relevancy in almost every practical time series analysis. Deciding on which unit root test to use is a topic of active interest. In this study, we compare the performance of the three commonly used unit root tests (i.
Jonathan Kwaku Afriyie +4 more
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Emerging Science Journal, 2021 The purpose of this paper is to examine whether shocks to the consumption of petroleum products in Jordan have permanent or temporary effects. This has been accomplished by applying Lee and Strazicich (2003) test of unit root with structural breaks to ...
Sameh A. Ajlouni +2 more
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Testing weak form efficiency in the South African market
Journal of Economic and Financial Sciences, 2015 This paper furthers the work on efficiency of developing markets with specific focus on the JSE Limited. Empirical work on the efficiency of the JSE has been mixed; evidence both in favour of and against weak form efficiency is prominent.
Elmar Grater, Jean Struweg
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A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
, 1999 The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis.
G. Maddala, Shaowen Wu
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Non-Random Walk Behavior of Philippine Stock Prices
Recoletos Multidisciplinary Research Journal, 2015 Random walk has been held as a sufficient condition for describing the stock market as efficient, which implies that investors cannot predict the market returns or equivalently, abnormal profits cannot be obtained just by knowing the past prices.
Rhenozo Barte
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Financial Market Integration and Economic Growth: An Experience from Nigeria [PDF]
International Journal of Management, Accounting and Economics, 2015 This study examines the effect of financial integration on economic growth in Nigeria. Using time series data from 1981 and 2012, the study employs autoregressive distributed lag (ARDL) bounds testing approach proposed by Pesaran et al., (2001) to ...
Oyeniran Wasiu, Maryam Temitope
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Mean reversion in unemployment: new findings from the Baltic tigers
Technological and Economic Development of Economy, 2017 The tendency of the unemployment rate to revert to the mean value or the natural rate of unemployment has been one of the most discussed topics in macroeconomics.
Fumitaka Furuoka
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The Relationship between Financial Development, Trade Openness and Economic Growth in Turkey: Evidence from Fourier Tests [PDF]
Statistika: Statistics and Economy Journal, 2022 In this study, the effects of financial development and trade openness on economic growth were investigated using annual data for Turkey over the period 1960–2017.
Havanur Ergün Tatar +2 more
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Dynamic Linkages among Saudi Market Sectors Indices
Economies, 2022 This study aims to test the causal relationship between Saudi stock market index (TASI) and sectoral indices throughout the period from 2016–2020. The study data were extracted through the main index of the Saudi market and the indices of the available ...
Farouq Altahtamouni +2 more
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