Showing 661 - 680 results of 1,432 for search '"unit root"', query time: 0.13s Refine Results
  1. 661

    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
  2. 662

    The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal by Kamal, Syazwani

    Published 2017
    “…In the process of findings there are few types of analysis were tested using E-views Version 9.5, such as unit root test, descriptive analysis, correlation analysis, single linear regression,multiple linear regression and more. …”
    Get full text
    Student Project
  3. 663

    The economic impact of tourism industry on economic growth in selected ASEAN countries / Siti Masayu Mohd Sharif by Mohd Sharif, Siti Masayu

    Published 2015
    “…The dependent variable is GDP and the independent variables are tourist arrival (TARR), tourism receipts (TREC), export (XPT) and FDI. Normality test, unit root test, regression analysis, correlation analysis, multicollinearity, serial correlation and heteroscedasticity were conducted to get the best regression model. …”
    Get full text
    Student Project
  4. 664

    The effects of budget deficit, investment and export on economic growth : evidence from developing countries [2008-2017] / Nurul Aiza Zainal Abidin by Zainal Abidin, Nurul Aiza

    “…The method are panel regression test, panel correlation test, unit root test and granger causality test.…”
    Get full text
    Student Project
  5. 665

    Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies by Caporale, Guglielmo Maria, Gil-Alana, Luis A.

    Published 2011
    “…Also, there appears to be a single break in December 2001 (possibly corresponding to a change in the monetary policy framework), with the unit root null being rejected in favour of d > 1 for the periods before the break, but not afterwards. …”
    Get full text
    Article
  6. 666

    Multi-step forecasting in unstable economies: robustness issues in the presence of location shifts by Chevillon, G

    Published 2006
    “…To forecast at several, say h, periods into the future, a modeller faces two techniques: iterating one-step ahead forecasts (the IMS technique) or directly modelling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that unit-root non-stationarity and residual autocorrelation benefit DMS accuracy in finite samples. …”
    Working paper
  7. 667

    Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts by Chevillon, G

    Published 2006
    “…To forecast at several, say h, periods into the future, a modeller faces two techniques: iterating onestep ahead forecasts (the IMS technique) or directly modelling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that unit-root non-stationarity and residual autocorrelation benefit DMS accuracy in finite samples. …”
    Working paper
  8. 668

    Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression by Duffy, J

    Published 2017
    “…Our assumptions on the regressor process are consistent with a very broad range of departures from the standard unit root autoregressive model, allowing the regressor to be fractionally integrated, and to have an infinite variance (and even infinite lower-order moments).…”
    Journal article
  9. 669

    Impact of macroeconomic factors towards Malaysian exchange rate / Siti Azilah Mohd Hanafi by Mohd Hanafi, Siti Azilah

    Published 2017
    “…The method used for this research is Unit root test to see whether the data is stationary or vice versa. …”
    Get full text
    Student Project
  10. 670

    The relationship between Malaysian and major world stock market / Nur Faridah Zaidi by Zaidi, Nur Faridah

    Published 2017
    “…In order to find out the result there are six tests was using which is Descriptive test, Normality test, Unit root test, Pearson correlation, Regression, and White test. …”
    Get full text
    Student Project
  11. 671

    The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin by Nordin, Norfaziela

    Published 2015
    “…The aim of this study is to investigate the relationship between Korea Stock Exchange KOSPI Index, Tokyo Stock Exchange Tokyo Price Index, Shanghai Stock Exchange Composite Index to the FTSE Bursa Malaysia KLCI Index. The study used Unit Root Test, Normality Test, Simple Linear Regression and Multiple Linear Regression in order to find the relationship among those markets. …”
    Get full text
    Student Project
  12. 672

    Theeffect of mining sector determinants on economic growth/ Muhammed Taufiq Mohd Fadi ...[et al.] by Mohd Fadi, Muhammed Taufiq, Hamzah, Munirah Syamimi, Abd Rahman, Nurul Najeha, Wan Yaacob, Wan Fairos

    Published 2016
    “…An econometric model was developed usingOrdinary Least Square (OLS) and Unit Root Testwas performed. Result of the study reveals that there is a significant relationship betweenfertilizer import, jewelryimport, energy mineral export and non-metallic exportdeterminantstowards GDP in Malaysia…”
    Get full text
    Article
  13. 673

    Has Kelantan grown faster than other states in Malaysia? A panel data analysis by Muzafar Shah Habibullah, Peter Smith, Dayang Affizah , A.M

    Published 2011
    “…Using annual data for the period 1961 to 2003, our panel unit root test result suggest that (1) Kelantan converges towards Kedah, Negeri Sembilan, Perak, Pahang, Perlis and Selangor ; (2)Kelantan is caching-up to Johor, Melaka, Penang, Sabah, Terengganu and Wilayah pesekutuan; and (3)Kelantan show divergence with Sarawak.In this respect, the government has an important role to play in enhancing growth by continuously providing stable economic environment for investment and other productive economic activities. …”
    Article
  14. 674

    Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? by Hock-Ann Lee, Kian-Ping Lim, M. Azali

    Published 2005
    “…The objective of this study is to empirically examine the income disparity between Japan and each of the five major economies of South East Asia (ASEAN−5) during the period of 1960 to 1997, utilizing the popular augmented Dickey−Fuller (ADF) unit root test. The results provide evidence of income divergence between Japan and each of the ASEAN−5 economies. …”
    Get full text
    Article
  15. 675

    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. …”
    Get full text
    Get full text
    Thesis
  16. 676

    Testing for farmer stock market-unemployment hypothesis during the COVID-19 pandemic in Malaysia by Habibullah, Muzafar Shah, Saari, Mohd Yusof, Lau, Evan, Din, Badariah, Anuar Shah, Bali Mohamad

    Published 2023
    “…In this study we test the Farmer hypothesis by using Malaysia’s daily data on stock price and unemployment rate during the COVID-19 pandemic. We performed unit root, cointegration and short-run as well long-run non-causality tests between the stock market and unemployment rate using high frequency data for the period January to October 2020. …”
    Article
  17. 677

    Mean reversion of the fiscal conduct in 24 developing countries. by Baharumshah, Ahmad Zubaidi, Lau, Evan

    Published 2010
    “…Using annual data over the period 1970–2003 and the series-specific panel unit root test developed by Breuer et al. (Oxford Bulletin of Economics and Statistics, Vol. 64 (2002), pp. 527–546), we found the budget process for most developing countries fails to satisfy the strong-form sustainability condition. …”
    Get full text
    Article
  18. 678

    Non-stationary in extreme share return: World indices application by Marsani, Muhammad Fadhil, Shabri, Ani

    Published 2020
    “…The Augmented Dickey-Fuller and Kwiatkowski Phillips Schmidt Shin (KPSS) test scanned the unit root and the stationarity, and Mann-Kendall and Spearman's test inspected the trend and correlation in the series. …”
    Get full text
    Article
  19. 679

    The contribution of economic sectors to economic growth: The cases of Malaysia and China by Hussin, Fauzi

    Published 2013
    “…Malaysia and China have recently achieved spectacular economic growth where GDP percapita growth rapidly in both countries.Thus, this study examines the contribution of economic sectors to economic growth in Malaysia and China by using time series data from year 1978 until 2007.There are three economic sectors that will be analyzed, which are agricultural sector, manufacturing sector and service sector.Augmented Dickey Fuller (ADF) unit root test is used in this study and it showed that the time series data are stationary at the first differences.Then, correlation analysis indicated that agriculture sector, manufacturing sector and service sector had positive relationship with GDP per capita in Malaysia and China.In addition, results of model multiple regressions showed that services sector generated the highest contribution to Malaysia's economic growth while manufacturing sector provided the biggest contribution to China's econimic growth.…”
    Get full text
    Article
  20. 680

    Market Efficiency and Long Run Purchasing Power Parity Disequilibria of the Mexican Peso Under Changing Exchange Rate Regimes by Cabello, Alejandra, Ortiz, Edgar, Johnson, Robert

    Published 2004
    “…This paper tests if the efficient market version of Purchasing Power Parity (EMPPP) holds for the Mexican case for the 1970-2002 period in an environment of changing exchange rate regimes.Two regression analyses which extend PPP to a dynamic intertemporal model, based on market efficiency, are used, and in addition two unit root tests are applied. In general, the obtained empirical evidence does not support the EMPPP.Results suggest an inefficient market resulting from weak exchange rate policies and weak adoptions of several exchange rate regimes without proper inflation targeting and the application of strong and disciplined macroeconomic policies and structural changes.…”
    Get full text
    Article