Results 1 to 10 of about 9,463,202 (307)
Unemployment Hysteresis: Attached or Mismatched?
Scientific Annals of Economics and Business, 2021 This paper investigates the empirical significance of the unemployment problem whether it is structural or temporary on the basis of region-based, income-based and aggregate classifications of different countries for the yearly data from 1991 to 2018. In
Onur Özdemir
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Ekoist Journal of Econometrics and Statistics, 2022 The literature on finance defines the concept of an efficient market as a market where information about securities is instantly reflected in prices. Investors who trade on efficient markets cannot obtain abnormal returns.
Müge Özdemir
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Do Shocks Permanently Affect Ecological Balance Per Capita in Brazil, South Africa, and New Zealand?
Ekoist Journal of Econometrics and Statistics, 2023 The aim of this study is to reveal whether the ecological balance per capita calculated separately for Brazil, South Africa, and New Zealand is permanently affected by shocks or not.
Mehmet Erdoğmuş
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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
Gençay, Ramazan, Fan, Yanqin
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Mathematics, 2021 In this study, we consider the hybrid nonlinear features of the Exponential Smooth Transition Autoregressive-Fractional Fourier Function (ESTAR-FFF) form unit root test.
Tolga Omay +2 more
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A Monte Carlo study on the size and power of panel unit root tests: Limitations in small data sets
Croatian Operational Research Review, 2023 The aim of this paper is to explore the properties of various panel unit root tests in terms of their power and size regarding different panel data structures, with a special focus on small data samples.
Ivana Mravak
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Rank tests for unit roots [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Breitung, Jörg, Gouriéroux, Christian
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On the Robustness of Unit Root Tests in the Presence of Double Unit Roots [PDF]
Journal of Time Series Analysis, 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.
Haldrup, Niels, Prof., Lildholdt, Peter
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Ekoist Journal of Econometrics and Statistics, 2021 Unemployment continues to be one of the important macroeconomic problems, its negative effects are not only seen at the economic level, but also in all societies at the social level. According to December 2020 data, the unemployment rate among the member
Melike Dedeoğlu
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Testing for unit roots with stationary covariates [PDF]
Journal of Econometrics, 2000 We derive the family of tests for a unit root with maximal power against a point alternative when an arbitrary number of stationary covariates are modeled with the potentially integrated series. We show that very large power gains are available when such covariates are available.
Elliott, Graham, Jansson, Michael
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