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Purchasing power parity (PPP) between Iran and ASEAN-5 member countries: An application of panel unit root tests
Published 2007“…In this paper, we examined the long-run purchasing power parity (PPP) for the five major ASEAN countries, ASEAN-5 (Malaysia, Indonesia, the Philippines, Singapore and Thailand) and the currency relationship, based on the PPP theory, between ASEAN-5 (as the East Asian side) and Iran (as the West Asian side) by using panel data methods to test for unit roots for period 1975-2005. We thus used five panel unit roots tests: Levin, Lin and Chu (2002), Breitung (2000), IM, Pesaran and Shin (2003), Maddala and Wu (1999), Choi (2001) and Hadri (1999). …”
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2
Export-Led Growth Hypothesis: Empirical Evidence from Selected Sub-Saharan African Countries
Published 2016“…The empirical findings revealed that the panel unit root is stationary after the first difference and presents a cointegration. …”
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3
ASEAN ten economies: converge or diverge?
Published 2017“…We apply the KSS-CHLL nonlinear unit root for the test of nonlinear convergence between the ASEAN ten countries with respect to the ASEAN average for the period 1970 to 2015. …”
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4
Determinants of fertility in Malaysia and selected ASEAN countries: The panel ARDL approach
Published 2013“…The results of the panel unit root tests show that all variables are non-stationary at level. …”
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5
An empirical analysis of sustainability of trade deficit: Evidence from Sri Lanka
Published 2007“…In this paper, the long-run relationship between Sri Lanka exports and imports during the period 1950 to 2006 is examined using unit root tests and co-integration techniques that allow for an endogenously determined structural break. …”
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6
A panel co integration analysis of bank profitability and bank-specific variables in Islamic banks
Published 2013“…The analysis applied recently developed panel unit root and panel cointegration techniques for dynamic panel estimations. …”
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7
Weak-form efficiency of shariah-compliant finance stocks: Evidence from KLSE of Malaysia
Published 2022“…Based on the ADF and artificial neural network (ANN) unit root tests, our results suggest that all three Shariah-compliant stocks are efficient before the COVID-19 period. …”
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8
Financial sector convergence in the ASEAN economies
Published 2012“…By applying annual financial data for the period 1999 to 2009, on average, our panel unit root tests result suggests that the ASEAN countries financial depth (financial intermediation) are catching-up convergence towards their average and benchmark (Singapore) levels. …”
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9
Exchange Rate Determinants: Is Crude Palm Oil Price One of Them in Malaysia and Indonesia?
Published 2016“…This paper studies the relationship between palm oil prices, Malaysia Ringgit and Indonesia Rupiah exchange rates using Dynamic OLS method. The paper employs unit root with structural break tests and Pesaran (2001) bound cointegration technique based on real monthly prices ranging 6om January 1983 to May 2015. …”
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10
Cointegration analysis for rice production in the states of Perlis and Johor, Malaysia
Published 2014“…Data collected from Department of Agriculture, Government of Malaysia are tested for unit roots by Augmented Dickey-Fuller (ADF) unit root test while Engle-Granger (EG) procedure is used in the cointegration analysis. …”
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11
A note on Southeast Asian hysteretic unemployment
Published 2007“…By using the standard Augmented Dickey-Fuller (ADF) test, Schmidt and Phillips, and Lee and Strazicich LM unit root test respectively without and with structural breaks, we found that our sampled countries exhibit no hysteresis in unemployment rates. …”
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12
Direct Foreign Investment, Corruption and Mobile subscribers in ECOWAS - 5: A Panel Cointegration Approach
Published 2017“…The methodology carried out to achieve this objective involves the panel unit root, panel co-integration and fully modified ordinary least square (FMOLS).The result indicates that there is long run relationship among the series.Corruption and infrastructure are negatively significant on FDI at the long run in the selected ECOWAS countries. …”
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13
Money Supply and Inflation in Nigeria: The Myth of Monetarist Theory of Inflation
Published 2017“…Objective: The main aim of this paper is to empirically investigate whether money supply is the sole determinant of inflation in Nigeria as maintained by monetarist theory that “inflation everywhere is monetary phenomenon”.Methodology: A time series data for a period of 46 years was used.Unit root was conducted and the results showed that variables are mixed, they are not integrated in the same order, and this necessitated the use of Autoregressive Distributed Lag Model (ARDL) as the tool for econometric analysis. …”
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14
Exploration of potential regional resources for beef cattle farming development in West Java, Indonesia
Published 2022“…The stationary test was done before using time series data by unit root tests of Augmented Dickey-Fuller. The results of this research showed that the corn and Cassava production, as well as the population as a source of agriculture labor in a region was potential resources to increase of beef cattle population. …”
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15
Foreign ownership and openness in the Malaysian food processing industry: impact on productivity growth.
Published 2011“…The data was tested for stationary using Augmented Dickey Fuller (ADF) unit root test, and Hausman specification test to obtain the more appropriate model. …”
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16
Does Conflict Disrupt Economic Growth in South Asia?
Published 2016“…Prior to the estimation of cointegration, test to confirm evidence of long-run equilibrium relationship, unit root test and diagnostic tests were performed. …”
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17
Exploration of Potential Regional Resources for Beef Cattle Farming Development in Java, Indonesia
Published 2015“…The stationary test was done before using time series data by unit root test of Augmented Dickey-Fuller (ADF). Dependent variable in the model was beef cattle population in each regency per year.Meanwhile the independent variables were population, number of farmers, price of catle, number of cattle slaughtered, number of cattle that exit from region, number of cattle that enter to region, ride production, corn production, soybean production, cassava production in each region per year and dummy location. …”
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