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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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COVID-19 and domestic trade in Bulgaria [PDF]
Problems and Perspectives in Management, 2022 Domestic trade is an essential contributor to economic growth and an indicator of the people’s welfare. It is vulnerable to the COVID-19 crisis due to the pandemic itself and the government’s measures against it.
Lyubomir Todorov
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The law of the single price within one country: the example of Benin
Вестник университета, 2023 This article aims to test the hypothesis of the law of the single price within one country on the example of the regions of Benin. The checking of the hypothesis was carried out empirically and is based on unit root tests for panel data on consumer ...
N.C.C. Vikou
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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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Unit Roots and Cointegration in Panels [PDF]
, 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.
Breitung, Jorg, Pesaran, M. Hashem
core +9 more sources
Cogent Economics & Finance, 2020 The purpose of this study is to examine the weak-form market efficiency hypothesis (EMH) for 8 African Frontier markets between 2001 and 2017. To achieve this purpose, we employ unit root testing procedures which are robust to both nonlinearities and ...
David de Villiers +2 more
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Plants, 2022 Calligonum mongolicum is a phreatophyte playing an important role in sand dune fixation, but little is known about its responses to drought and P fertilization.
Abd Ullah +11 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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Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
Econometrics, 2013 In regression we can delete outliers based upon a preliminary estimator and re-estimate the parameters by least squares based upon the retained observations. We study the properties of an iteratively defined sequence of estimators based on this idea.
Søren Johansen, Bent Nielsen
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