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501
Purchasing Power Parity in the Case of Romania; Evidence from Structural Breaks
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 -
502
The Relationship between Government Revenue and Expenditure in Malaysia
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 -
503
Selecting appropriate methodological framework for time series data analysis
Published 2018-06-01“…Keywords: Time series analysis, Unit root test, Methodological framework, Money–price relationship in Nepal…”
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Article -
504
A Demand Determinants Model for Public Spending in Spain
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 -
505
An Empirical Research on Fragile Eight Countries
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 -
506
Purchasing Power Parity in the Case of Romania; Evidence from Structural Breaks
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 -
507
Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions
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 -
508
Cointegration Tests in the Presence of Structural Breaks.
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 -
509
Measuring the inequality in education: educational Kuznets curve
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 -
510
Pre- and post-economic crisis weak-form market efficiency analysis for Malaysian daily stock indices
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 -
511
Interest rate and loan supply: Islamic versus conventional banking system
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 -
512
Is population beneficial to economic growth? An empirical study of China
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 -
513
Are Asian real exchange rates stationary?
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 -
514
"Government revenue and government spending causal analysis": multi country evidences
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 -
515
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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Conference or Workshop Item -
516
External Balance And Budget In Malaysia
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 -
517
Relationship between securitisation and residential mortgage market yields in Malaysia: a cointegration approach
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 -
518
The relationship between government revenue and expenditure in Malaysia
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 -
519
The role of foreign direct investment, financial development, democracy and political (in)stability on economic growth in West Africa
Published 2020-05-01“…The use of Pesaran (2007) technique of unit root is also a deviation from several existing studies. …”
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Article -
520
Environmental Effects of Bio-Waste Recycling on Industrial Circular Economy and Eco-Sustainability
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