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981
A comparative study of the policy response to COVID-19 in the ASEAN region: A dynamic simulated ARDL approach
Published 2023-01-01“…A dynamic simulated Autoregressive-Distributed Lag (ARDL) approach was adopted to analyze the policy response to COVID-19 in the ASEAN region using data from February 1, 2020, to November 8, 2021. The results of unit root concluded that the dependent variable is integrated of order one while the independent variables are stationarized at the level or first difference, and the use of a dynamic simulated ARDL technique is appropriate for this paper. …”
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982
Energy Price Policies and Food Prices: Empirical Evidence from Iran
Published 2020-08-01“…We employ the panel unit root test, Pedroni co-integration tests, Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimation techniques, applied to a panel of monthly prices for ten food products for the period of March 1995 to February 2018. …”
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983
The Role of Renewable and Nonrenewable Energy on Agricultural Economics in Indonesia
Published 2022-05-01“…The current research has used the Augmented Dickey-Fuller (ADF) test for checking the unit root and autoregressive distributed lag (ARDL) to test the nexus among constructs. …”
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984
Exploring the Effects of Classical Auto Insurance Rating Variables on Premium in ARDL: Is the high Policyholders’ Premium in Ghana Justified?
Published 2022-10-01“…In satisfying all the conditions for ARDL application, unit root, Heteroskedasticity, normality, dynamic stability and serial correlation tests were conducted. …”
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985
The Environmental Effects of Urbanization, Education, and Green Innovation in the Union for Mediterranean Countries: Evidence from Quantile Regression Model
Published 2022-07-01“…The data are divided based on the income level of UFM countries and analyzed with panel quantile regression, panel unit root tests, panel co-integration test, ordinary least squares method, and fixed effects model to evaluate the nexus between variables. …”
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986
Interest rate and exchange rate volatility and the performance of the Nigerian informal sector: Evidence from small and medium-sized enterprises
Published 2021-04-01“…The data analysis was carried out using descriptive statistics, correlation, a unit root test, an Autoregressive Distributed Lag (ARDL) bound test for cointegration and the ARCH regression model. …”
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987
Arbitrage, Covered Interest Parity and Cointegration Analysis on the NTD/USD Forex Market Revisited
Published 2017-01-01“… This study applies interest parity theory including Covered Interest Parity (CIP) to examine the 30-, 60-.90-, and 180-day maturities for the NTD/USD foreign exchange (FX) market. In the empirical unit root tests, we find that NTD/USD forward premium and interest rate spread present I(0) property. …”
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988
جدلية البطالة والنمو الاقتصادي حسب قانون أوكن لواقع الاقتصاد الجزائر (دراسة تحليلية وقياسية للفترة 1991 - 2015)...
Published 2019-02-01“…As a first step we used the unit root tests To test the stationary and set the degree of integration of each series, In addition to the above and to determine the causal relationship between the two variables in the short and long term, we decided to rely on the Granger causality test and Toda- Yamamoto who agreed on a causal relationship from growth to unemployment.…”
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989
Export Performance and Economic Growth in East Asian Economies – Application of Cointegration and Vector Error Correction Model
Published 2016-11-01“…In order to examine the causal relationship between exports and economic growth, the study has applied time series techniques such as Augmented Dickey-Fuller (ADF) and PhillipsPerron (PP) unit root tests to check stationarity of variables, Johansen cointegration test for long run relationship, vector error correction model (VECM) for short run dynamics and for estimating speed of adjustment towards long run equilibrium. …”
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990
Impact of Green Energy Production, Green Innovation, Financial Development on Environment Quality: A Role of Country Governance in Pakistan
Published 2022-01-01“…The paper includes CIPS, a second-generation unit root to test the data's stationarity, and the Westerlund co-integration to investigate the long-term relationship between determinants. …”
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Article -
991
Analyzing the Impact of Governance, Environment and Trade on Inward FDI: A Case of Cambodia, Thailand and Vietnam from ASEAN
Published 2024-03-01“…The results of the test demonstrated that some variables are, in fact, co-integrated during the investigation. The findings of unit root tests reveal the use of Panel ARDL, and the results demonstrate that governance has a positive overall effect on FDI. …”
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992
The Relationship between Energy Consumption and Economic Growth: Evidence from China’s Industrial Sectors
Published 2015-08-01“…Not only first generation panel unit root tests and panel cointegration tests, but also second generation tests that account for dependence between cross-sectional units were employed. …”
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993
Inclusive Human Development and Governance Nexus: Causality Analysis of Selected Asian Countries
Published 2023-03-01“…We have tested the stationarity of our data using panel unit root tests such as Leviv-Lin-Chu and Augmented Dickey Fuller. …”
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994
The impact of financial deepening on Iraqi economic growth for the period (2004-2021): an analytical study
Published 2023-05-01“…The study relied on the Autoregressive Distributed Slow Periods (ARDL) model for quarterly data to show the effect of the explanatory variables represented by (liquidity ratio, credit granted to the private sector, net interest rate margin, trading volume, stock turnover rate) on the dependent variable expressed in the output The local total at constant prices, and tests were done by Eviews10 program, and the results of the unit root test showed that the time series in most of them stabilized when taking the first difference and the level The stability within the permissible limits, and that there is a long-term equilibrium relationship between financial deepening and economic growth, and the study found that the indicator (trading volume, stock turnover rate, and net interest rate margin) has a negative impact, while the indicator (liquidity ratio, credit granted to the sector) private) has a positive effect. …”
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Article -
995
A comparative study of the policy response to COVID-19 in the ASEAN region: A dynamic simulated ARDL approach.
Published 2023-01-01“…A dynamic simulated Autoregressive-Distributed Lag (ARDL) approach was adopted to analyze the policy response to COVID-19 in the ASEAN region using data from February 1, 2020, to November 8, 2021. The results of unit root concluded that the dependent variable is integrated of order one while the independent variables are stationarized at the level or first difference, and the use of a dynamic simulated ARDL technique is appropriate for this paper. …”
Get full text
Article -
996
The Impact of Gender Inequality and Environmental Degradation on Human Well-being in the Case of Pakistan: A Time Series Analysis
Published 2021-03-01“…Augmented Dickey-Fuller unit root test is used for stationarity of the variables. …”
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Article -
997
Causal Link between Financial Globalisation Uncertainty, Economic Growth, Environmental Degradation and Energy Consumption in ASEAN+3 Countries
Published 2024-01-01“…The results of second-generation unit root test revealed that economic growth and financial globalisation uncertainty were stationary at level, while energy consumption and environmental degradation were stationary at first difference. …”
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998
Does Internet Usage Stimulate the Accumulation of Social Capital? A Panel Investigation for OECD Countries
Published 2016-01-01“…Having found the cross sectional dependence, a cross-sectionally augmented IPS (CIPS) unit root test is conducted to check for stationarity of data. …”
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999
Interactive Effect of Education Indicators and Income Distribution in Selected Countries of the Islamic Conference Organization
Published 2021-03-01“…For this purpose, the model is estimated in the framework of the panel data system using unit root tests, F-Limer, Hausman, Voldridge and Chi-square statistics. …”
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1000
Energy Prices, Real Estate Sales and Industrial Output in China
Published 2018-07-01“…All data series were tested for stationarity (i.e., the existence of a unit root) before testing for a co-integration relationship. …”
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