Showing 501 - 520 results of 1,432 for search '"unit root"', query time: 0.13s Refine Results
  1. 501

    Purchasing Power Parity in the Case of Romania; Evidence from Structural Breaks by Oguz Ocal

    Published 2013-10-01
    “…This study tests the validity of the purchasing power parity hypothesis in Romania with employing Zivot–Andrews unit root test by taking structural break into account. …”
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    Article
  2. 502

    The Relationship between Government Revenue and Expenditure in Malaysia by Wong Hock Tsen, Lim Kian Ping

    Published 2005-12-01
    “…The results of the Dickey and Fuller (1979) and Phillips and Perron (1988) unit root test statistics show that government revenue and expenditure are integrated of order one. …”
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    Article
  3. 503

    Selecting appropriate methodological framework for time series data analysis by Min B. Shrestha, Guna R. Bhatta

    Published 2018-06-01
    “…Keywords: Time series analysis, Unit root test, Methodological framework, Money–price relationship in Nepal…”
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    Article
  4. 504

    A Demand Determinants Model for Public Spending in Spain by Manuel Jaén-García

    Published 2017-08-01
    “…We consider the public expenditure in Spain in the period 1958-2014 where there are structural points. Then we use unit root and cointegration tests in a structural breaks context. …”
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    Article
  5. 505

    An Empirical Research on Fragile Eight Countries by Mustafa Mete, Mehmet Akif Destek

    Published 2016-04-01
    “…The stability properties are examined using with panel unit root test and it is concluded that the current account of Chile and Indonesia is found stationary. …”
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    Article
  6. 506

    Purchasing Power Parity in the Case of Romania; Evidence from Structural Breaks by Oguz Ocal

    Published 2013-10-01
    “…This study tests the validity of the purchasing power parity hypothesis in Romania with employing Zivot–Andrews unit root test by taking structural break into account. …”
    Get full text
    Article
  7. 507

    Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions by Kock, A

    Published 2015
    “…In particular, this implies that it is able to discriminate between stationary and nonstationary autoregressions and it thereby constitutes an addition to the set of unit root tests. Next, and important in practice, we show that choosing the tuning parameter by Bayesian Information Criterion (BIC) results in consistent model selection. …”
    Journal article
  8. 508

    Cointegration Tests in the Presence of Structural Breaks. by Campos, J, Ericsson, N, Hendry, D

    Published 1996
    “…Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, using recently developed recursive Monte Carlo techniques, this paper investigates the properties of several cointegration tests when the marginal process of one of the variables in the cointegrating relationship is stationary with a structural break. …”
    Journal article
  9. 509

    Measuring the inequality in education: educational Kuznets curve by Khusaini, Khusaini, Remi, Sutyastie Soemitro, Fahmi, Mohamad, Purnagunawan, Rd. Muhamad

    Published 2020
    “…Using Banten Province secondary data series over 1996 –2016, the unbalanced panel unit root were tested for the educational Kuznets curve. …”
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    Article
  10. 510

    Pre- and post-economic crisis weak-form market efficiency analysis for Malaysian daily stock indices by Chin , Wen Cheong, Zaidi Isa, Abu Hassan Shaari Mohd Nor

    Published 2008
    “…Our empirical results evidence a sharp contrast with the results based on the traditional unit-root test which does not take into account the effect of economic crisis. …”
    Article
  11. 511

    Interest rate and loan supply: Islamic versus conventional banking system by Liza Marwati Mohd Yusoff, Aisyah Abdul Rahman, Norazlan Alias

    Published 2001
    “…Overnight and 3 month Klibor are used as interest proxy. Unit root test, Granger Causality test, Akaike Information Criterion and Regression analysist are used in the study. …”
    Article
  12. 512

    Is population beneficial to economic growth? An empirical study of China by Furuoka, Fumitaka

    Published 2018
    “…It employed innovative econometric methods including the breakpoint unit root test, the autoregressive distributed lag method, the bounds test for cointegration and the Toda–Yamamoto causality test. …”
    Article
  13. 513

    Are Asian real exchange rates stationary? by Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Chong, Terence Tai Leung

    Published 2004
    “…[Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augmented Dickey–Fuller (ADF) test has led to no rejection at all.…”
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    Article
  14. 514

    "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
  15. 515

    A panel co integration analysis of bank profitability and bank-specific variables in Islamic banks by Sapuan, Noraina Mazuin, Ramli, Afdzal Aizat, Roly, Mohammad Rahmdzey

    Published 2013
    “…The analysis applied recently developed panel unit root and panel cointegration techniques for dynamic panel estimations. …”
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    Conference or Workshop Item
  16. 516

    External Balance And Budget In Malaysia by Wong , Hock Tsen

    Published 2014
    “…This study examines external balance and budget in Malaysia. The unit root test results show that the variables examined are a mixture of stationary and non-stationary variables. …”
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    Article
  17. 517

    Relationship between securitisation and residential mortgage market yields in Malaysia: a cointegration approach by Harun, Mukaramah, Othman, Yusuf

    Published 2007
    “…The cointegration and error-correction framework was applied to quarterly data from the third quarter of 1988 to the first quarter of 2003. Unit root tests revealed that each variable is non-stationary in levels at the 5 percent level of significance. …”
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    Article
  18. 518

    The relationship between government revenue and expenditure in Malaysia by Wong, Hock Tsen, Lim, Kian Ping

    Published 2005
    “…The results of the Dickey and Fuller (1979) and Phillips and Perron (1988) unit root test statistics show that government revenue and expenditure are integrated of order one. …”
    Get full text
    Article
  19. 519
  20. 520

    Environmental Effects of Bio-Waste Recycling on Industrial Circular Economy and Eco-Sustainability by Sasmoko, Khalid Zaman, Maida Malik, Usama Awan, Wiwik Handayani, Mohd Khata Jabor, Muhammad Asif

    Published 2022-08-01
    “…This study used four primary approaches to determine the links between the examined variables, beginning with the unit root test, which identifies the stationary process of the variables’ underlying processes. …”
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    Article