Competitive Environment Hypothesis in Turkish Banking System by Alper Aslan, Kemal Koksal, Oguz Ocal

“…This paper investigates the persistence of profit in Turkish banking system for the period of 2004:1 – 2009:4 by focusing net income after tax to total equity (ROE) as profit measures by utilizing panel unit root tests. We found that competition among surviving banks is high in the Turkish Banking System for the period 2004:1 – 2009:4 which means that competitive environment hypothesis is valid in Turkish banking system.…”
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Competitive Environment Hypothesis in Turkish Banking System by Alper Aslan, Kemal Koksal, Oguz Ocal

“… This paper investigates the persistence of profit in Turkish banking system for the period of 2004:1 – 2009:4 by focusing net income after tax to total equity (ROE) as profit measures by utilizing panel unit root tests. We found that competition among surviving banks is high in the Turkish Banking System for the period 2004:1 – 2009:4 which means that competitive environment hypothesis is valid in Turkish banking system. …”
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Unemployment Hysteresis in Turkey: Does Education Matter? by Ferit KULA, Alper ASLAN

“… This paper re-examines the empirical validity of the hysteresis hypothesis in unemployment rates in terms of education level in Turkey with minimum Lagrange Multiplier (LM) unit root methodology. Our empirical findings indicate that the time series properties of high and vocational high school educated unemployment rates are different than the overall unemployment rate and other educational unemployment rates. …”
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Competitive Environment Hypothesis in Turkish Banking System by Alper Aslan, Kemal Koksal, Oguz Ocal

“… This paper investigates the persistence of profit in Turkish banking system for the period of 2004:1 – 2009:4 by focusing net income after tax to total equity (ROE) as profit measures by utilizing panel unit root tests. We found that competition among surviving banks is high in the Turkish Banking System for the period 2004:1 – 2009:4 which means that competitive environment hypothesis is valid in Turkish banking system. …”
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Convergence to Stochastic Integrals with Non-linear integrands. by Caceres, C, Nielsen, B

“…This result is necessary for analysing the asymptotic properties of mis-specification tests, when applied to a unit root process, for which Wooldridge (1999) mentioned that the exiting results in the literature were not sufficient.…”

An analysis of the indicator saturation estimator as a robust regression estimator. by Johansen, S, Nielsen, B

“…Stationary processes, trend stationary autoregressions and unit root processes are considered.…”

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

“…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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Estimating Linear Dynamic Panels with Recentered Moments by Yong Bao

“…The resulting estimator’s asymptotic properties are derived under different asymptotic regimes (large number of cross-sectional units or long time spans), stable conditions (with or without a unit root), and error characteristics (homoskedasticity or heteroskedasticity of different forms). …”
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Unemployment Hysteresis in Turkey: Does Education Matter? by Ferit KULA, Alper ASLAN

“… This paper re-examines the empirical validity of the hysteresis hypothesis in unemployment rates in terms of education level in Turkey with minimum Lagrange Multiplier (LM) unit root methodology. Our empirical findings indicate that the time series properties of high and vocational high school educated unemployment rates are different than the overall unemployment rate and other educational unemployment rates. …”
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ISLAMIC FINANCE DEVELOPMENT AND ECONOMIC GROWTH: EMPIRICAL EVIDENCE FROM TURKEY by Mustapha JOBARTEH, Etem Hakan ERGEC

“…It employs the econometric methods of unit root, co-integration, and Granger causality in a VECM framework; and the results, which are robust to all measures of Islamic finance development, show a unidirectional short and long run causality from Islamic finance development to economic growth. …”
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Likelihood analysis of a first order autoregressive model with exponential innovations by Nielsen, B, Shephard, N

“…We also show that, even if the process is stationary, the estimator is T-consistent, where T is the sample size. In the unit root case, the estimator is T2-consistent, while, in the explosive case, the estimator is ρT-consistent. …”

The empirical process of autoregressive residuals. by Engler, E, Nielsen, B

“…This contrasts the known result that in the unit root case without intercept the empirical process is asymptotically non-Gaussian. …”

Likelihood analysis of a first order autoregressive model with exponential innovations by Shephard, N, Nielsen, B

“…We also show that, even if the process is stationary, the estimator is T-consistent, where T is the sample size. In the unit root case, the estimator is T2-consistent, while, in the explosive case, the estimator is ρT-consistent. …”

An analysis of the indicator saturation estimator as a robust regression estimator. by Johansen, S, Nielsen, B

“…Stationary processes, trend stationary autoregressions and unit root processes are considered.…”

The implication of economic factors on foreign direct investment in Singapore / Christina Anak Dana by Anak Dana, Christina

“…The findings using method Multiple Linear Regression Model, Autocorrelation, T-test and F-test, Unit root test , and Normality test. Research paper is focus on economic factors such as gross domestic product (GDP), inflation rate (CPI), government final consumption (GFC), export and import in Singapore.…”
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An Economic Study for Climate Change Impact on Wheat Production in the Northern West Coast Region of Egypt by Elham Abdelaal, Mona Elsherbini

“…LLC and IPS statistics of panel unit root test proved that the included variables have unit root, i.e. they are non-stationary at level. …”
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Explaining India’s current account deficit: a time series perspective by Harendra Kumar Behera, Inder Sekhar Yadav

“…In particular, Husted’s (1992), Johansen’s cointegration and vector error correction model (VECM) is applied along with conducting unit root and structural break tests wherever applicable. …”
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Analyzing The Covid-19 Pandemic of Volatility Spillover Influence the Collaboration of Foreign and Indian Stock Markets by Runumi Das, Arabinda Debnath

“…The Augmented Dickey-Fuller (ADF) and KPSS unit root tests have been used to determine whether a time series is stationary or nonstationary. …”
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Box-Jenkins Modeling of Greek Stock Prices Data by Chaido Dritsaki

“…The Augmented Dickey- Fuller tests and Phillips-Perron tests confirm the existence of unit root on levels of stock prices. The random walk hypothesis matches with ARIMA (0,1,2) model where the future values of stock prices cannot be defined from past values. …”
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Box-Jenkins Modeling of Greek Stock Prices Data by Chaido Dritsaki

“…The Augmented Dickey- Fuller tests and Phillips-Perron tests confirm the existence of unit root on levels of stock prices. The random walk hypothesis matches with ARIMA (0,1,2) model where the future values of stock prices cannot be defined from past values. …”
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