Showing 1 - 20 results of 53 for search '"unit root"', query time: 0.09s Refine Results
  1. 1

    Adjusted profile likelihood applied to estimation and testing of unit roots by Pere, P, Pere, Pekka

    Published 1997
    “…<p>A short review of unit-root econometrics is given from the point of view of testing. …”
    Thesis
  2. 2

    New panel unit root and cointegration tests of purchasing power parity by Cerrato, Mario

    Published 2003
    “…Panel unit root tests of PPP have re-affirmed the existence of this parity condition in some studies. …”
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    Thesis
  3. 3

    The Autoregressive Distributed Lag Extensions And Applications by Sam, Chung Yan

    Published 2022
    “…The dynamic and flexible model in the multivariate ARDL unit root test with related time series information helps to gain more statistical power than the univariate framework unit root tests. …”
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    Thesis
  4. 4

    Central limit theorem for the spiked eigenvalues of separable sample covariance matrices by Zhang, Bo

    Published 2017
    “…Then we give two new unit root tests for high-dimensional time series as applications. …”
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    Thesis
  5. 5

    The Role of Private Capital Flows on Gross Domestic Product of Low, Middle and High Income Group Countries. by Choong, Chee Keong

    Published 2007
    “…For example, if the private capital flows are characterized by a stationary (non-stationary, or contain a unit root), then it implies that shocks to private capital flows are temporary (permanent). …”
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    Thesis
  6. 6

    The Impact Of Energy Consumption On Environmental Degradation And Economic Growth In Syria 1970 – 2012 by Hayyan, Waked

    Published 2022
    “…This study utilises the VAR model, ADF unit root test, Johansen cointegration test, granger casualty test, impulse response function and variance decomposition analysis.…”
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    Thesis
  7. 7

    Intraday Price And Volume Relations In The Stock And Warrant Markets by LIM, KOK SEE

    Published 2004
    “…The data were grouped into 5-minute intervals for this study. Unit root, cointegration, vector error correction (VEC) and Granger causality tests were used to analyse the lead-lag between price and volume of the warrant and stock markets.…”
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    Thesis
  8. 8

    "Government revenue and government spending causal analysis": multi country evidences by Leong, Mei Ying

    Published 2005
    “…A general form of the government revenue and government spending is use and recent developments in time series econometrics, including unit root and error correction model were used. The empirical results indicated that Pakistan and Thailand support the tax-and-spend hypothesis; India, Singapore and Sri Langka are supporting spend-and tax hypothesis; and Malaysia, Philippine and South Korea's government revenue and government spending are independent.…”
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    Thesis
  9. 9

    The relationship between government expenditure with economic growth : evidence from Malaysia by Lerry Mehoi

    Published 2016
    “…There are several econometric procedures used in order to achieve the objectives of this study, which are Augmented Dickey Fuller (ADF) and Phillip - Perron (PP) unit-root test, Johansen and Juselius Cointegration test and also Granger causality test. …”
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    Thesis
  10. 10

    Environmental Policies and Dirty Products: Do Pollution Havens Exist? Evidence from East Asia by , Soca Indriya, SE., , Dr. Tri Widodo, Mec., Dev.

    Published 2011
    “…The analysis was performed with the Trade Balance Index to analyze the trade in dirty products, the unit root test to see stationery data to identify indications of pollution havens, Revealed Symmetric Comparative Advantage (RSCA) to see the indicator of comparative advantage, and linear regression to see the dynamics of comparative advantage. …”
    Thesis
  11. 11

    The impact of import tax liberalization towards the economic growth of Malaysia by Mohana Santheran

    Published 2017
    “…The study employed empirical methods like Ordinary Least Square estimates, Unit Root Test, Johansen Co-integration test, Granger Causality Test, ARCH test and others. …”
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    Thesis
  12. 12

    Evidence of fisher effect in South East Asian and Pacific Region by Bopulas, Brenda

    Published 2013
    “…The empirical test that is used in this study is unit root test. The models that are employed are Autoregressive model to find the expected inflation and also Autoregressive Distributed lag model to determine the cointegration between both variables. …”
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    Thesis
  13. 13

    The determinants of financial development in Malaysia : A panel data analysis by Chung, Syn Pui

    Published 2016
    “…Analysis of panel data method include unit root test, correlation analysis, and panel regression model (Random Effects Model) are employed in this study. …”
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    Thesis
  14. 14

    The Relationship Between Stock Prices And Exchange Rates : Evidence From Ten Middle Eastern Countries by Parsva, Parham

    Published 2012
    “…The econometric techniques employed are unit root tests, Johanson-Juselius cointegration test and Granger causality test. …”
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    Thesis
  15. 15

    ANALISIS KEJUTAN KEBIJAKAN FISKAL TERHADAP NILAI TUKAR RIIL DI INDONESIA: 1997 (III) � 2013 (IV) by , RHAHMADINI ISMET, , Prof. Insukindro, Ph.D.

    Published 2014
    “…The usage of ARDL method because integration level and unit root test show that each variable has a different integration level, moreover, cointegration test result shows that there is long run relationship on model. …”
    Thesis
  16. 16

    Does oil price volatility affect the Malaysian stock market returns? evidence : 1980-2016 / Che Aira Nurshaitun Che Ku Ahmad by Che Ku Ahmad, Che Aira Nurshaitun

    Published 2020
    “…This study used Ordinary Least Squares, Correlation Matrix, Unit Root Test by Augmented Dickey Fuller (ADF) Test & Phillip Parrons (PP) Test, Cointegration Test and Long-run coefficient. …”
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    Thesis
  17. 17

    Time-series data analysis for commodity demand forecasting : construction output modeling and prediction by Peng, Shibo

    Published 2017
    “…Before economic time series are selected in the research, the first thing is to check their stationarity by unit root tests such as augmented Dickey-Fuller (ADF) and Kwiatkowski-Phillips-Schmidt-Shin (KPSS) tests. …”
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    Thesis
  18. 18

    The nexus between mortgage financing and economic growth in Malaysia: a comparative analysis of Islamic and conventional banks by Afsheen, Saima

    Published 2022
    “…The study employs basic statistics, unit root test, a Johansen cointegration test and Vector Error Correction Model (VECM) for the empirical relationship. …”
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    Thesis
  19. 19

    Properties of tests for mis-specification in non-stationary autoregressions by Sohkanen, J, Jouni Sohkanen

    Published 2012
    “…</p><p>In Chapter 5, we consider inference on the parameters associated with the stationary part of the process, together with tests for a unit root, lag length, variance constancy, and normality of the regression innovations. …”
    Thesis
  20. 20

    Unemployment, Job Vacancy And Beveridge Curve In Malaysia, Singapore And The Philippines by Subramaniam, Thirunaukarasu

    Published 2007
    “…The order of integration is first determined by using various unit root tests namely ADF Test and PP Test. Next, the appropriate cointegration method is used based on the order of integration. …”
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    Thesis