Results 61 to 70 of about 114,712 (258)

Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests [PDF]

, 2006
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Sipols, Ana E., Escribano, Álvaro, Aparicio, Felipe M.   +2 more
core   +1 more source

Application of error correction models for Lithuanian inflation

Lietuvos Matematikos Rinkinys, 2008
This paper is devoted to the Lithuanian inflation modelling. The main goal of this work is to apply Vector Error Correction Model for Lithaunian inflation.
Ana Čuvak, Žilvinas Kalinauskas
doaj   +1 more source

Empirical Evidence of a Long-Run Relationship Between Agriculture and Manufacturing Industry Output in Nigeria

SAGE Open, 2020
This study investigates a long-run relationship between agriculture and manufacturing industry output in Nigeria using annual time series data from 1982 to 2017.
Eze Simpson Osuagwu
doaj   +1 more source

Correction to: Exploring the impact of air pollution on COVID-19 admitted cases: Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait. [PDF]

Jpn J Stat Data Sci, 2022
Alsaber AR, Setiya P, Al-Sultan AT, Pan J.   +3 more
europepmc   +1 more source

Multimodal Data‐Driven Microstructure Characterization

Advanced Engineering Materials, EarlyView.
A self‐consistent autonomous workflow for EBSP‐based microstructure segmentation by integrating PCA, GMM clustering, and cNMF with information‐theoretic parameter selection, requiring no user input. An optimal ROI size related to characteristic grain size is identified.
Qi Zhang, Santiago Benito, Özge Özgün, Sebastian Weber, Markus Stricker   +4 more
wiley   +1 more source

Fixed investment, household consumption, and Economic growth: a structural vector error Correction model (svecm) study of Malaysia [PDF]

, 2012
This paper examines the dynamic linkages between economic growth, fixed investment, and household consumption in Malaysia using a structural vector error correction model (SVECM) approach.
Zulkefly Abdul, Karim, Bakri, Abdul Karim, Mohd Azlan, Shah Zaidi   +2 more
core  

REVISITING KEYNES’ INVESTMENT AND SAVING MODEL IN INDONESIA

Economic Review, 2020
This study aims to analyze the Keynes’ investment and saving model in Indonesia from 1981 to 2018. The researchers use the econometric test from the Granger causality test to find the short-run causal relationship and the Vector Error Correction Model ...
Cheng-Wen Lee, Andrian Dolfriandra Huruta, Ramdani Putri Setyaningrum, Gatot Sasongko   +3 more
doaj   +2 more sources

Exploring the impact of air pollution on COVID-19 admitted cases: Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait. [PDF]

Jpn J Stat Data Sci, 2022
Alsaber AR, Setiya P, Al-Sultan AT, Pan J.   +3 more
europepmc   +1 more source

Workflow for Design of Experiments‐Based Modeling of Species Transport and Growth Kinetics in GaN Hydride Vapor Phase Epitaxy

Advanced Engineering Materials, EarlyView.
A novel workflow for investigating hydride vapor phase epitaxy for GaN bulk crystal growth is proposed. It combines Design of experiments (DoE) with physical simulations of mass transport and crystal growth kinetics, serving as an intermediate step between DoE and experiments.
J. Tomkovič, G. Lukin, H. Torkashvand, A. Kerschbaum, M. Müller, S. Besendörfer, J. Heitmann, J. Friedrich   +7 more
wiley   +1 more source

A Bayesian vector error corrections model of the U.S. economy [PDF]

This paper presents a small-scale macroeconometric time-series model that can be used to generate short-term forecasts for U.S. output, inflation, and the rate of unemployment.
Tom Stark
core