Showing 1,021 - 1,040 results of 1,432 for search '"unit root"', query time: 0.14s Refine Results
  1. 1021

    Dynamic relationship between CO2 emissions, energy consumption and economic growth in three North African countries by Saidi Kais, Mounir Ben Mbarek

    Published 2017-10-01
    “…Recently developed tests for panel unit root and co-integration tests are applied. In order to test the Granger causality, a panel Vector Error Correction Model is used. …”
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    Article
  2. 1022

    Revisiting the Environmental Kuznets Curve Hypothesis in Pakistanhttps://kiet.edu.pk/marketforces/index.php/marketforces/article/view/446 by Muhammad Zaheer Khan

    Published 2021-06-01
    “…Therefore, we have used the Zivot-Andrews unit root test (ZAURT) with one structural break (SB) and the Gregory-Hansen cointegration test approach for empirical analysis. …”
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    Article
  3. 1023

    Does Internet Usage Stimulate the Accumulation of Social Capital? A Panel İnvestigation for Organization of Economic Cooperation and Development Countries by Mohammad Salahuddin, Khorshed Alam, Lorelle Burton

    Published 2016-03-01
    “…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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    Article
  4. 1024

    Social Capital Formation, Internet Usage and Economic Growth in Australia: Evidence from Time Series Data by Mohammad Salahuddin, Clem Tisdell, Lorelle Burton, Khorshed Alam

    Published 2015-10-01
    “… This study estimates the short- and long-run effects of social capital and Internet usage on economic growth using annual time series macro-data for Australia for the period of 1985-2013. DF-GLS unit root and Zivots and Andrew structural break tests are conducted to assess the stationarity of all the series. …”
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    Article
  5. 1025

    Foreign Direct Investment, Foreign Debt, Population Growth and Economic Growth in Somalia: A Co-Integration Analysis by Mohamed Saney Dalmar, Ali Abdulkadir Ali, Ali Yassin Sheikh Ali

    Published 2018-11-01
    “…The observed results show that almost all of the necessary variables were stationary (did not have a unit root), following their first differencing. Finally, it was found that there is at least one co-integrating equation among the variables in the model used in this study. …”
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    Article
  6. 1026

    Determinants of Inflationary Experience in Ethiopia by Teshale D. BEDADA, Wondaferahu M. DEMISSIE, Endeg T. WOLDE

    Published 2020-08-01
    “…To check for the stationarity of the variables, the researcher has used augmented dickey fuller and Phillips-Perron unit root test and all variables become stationary at first difference. …”
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    Article
  7. 1027

    Gold and silver as safe havens: A fractional integration and cointegration analysis. by Guglielmo Maria Caporale, Luis Alberiko Gil-Alana

    Published 2023-01-01
    “…In the case of the pre-Covid-19 sample ending in December 2019, mean reversion is found for the gold price differential only vis-à-vis a single stock index (SP500). whilst in seven other cases, although the estimated value of d is below 1, the value 1 is inside the confidence interval and thus the unit root null hypothesis cannot be rejected. In the remaining cases the estimated values of d are significantly higher than 1. …”
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    Article
  8. 1028

    The impact of intra-industry trade on carbon dioxide emissions: The case of the European Union by Nuno Carlos Leitão, Jeremiás Máté Balogh

    Published 2020-05-01
    “…The empirical results have supported by the literature, and all variables used in this study are stationary applying panel unit root test. Results show that agricultural intra-industry trade, renewable energy is negatively correlated with climate change, confirming the less pollutant hypothesis, while economic growth and agricultural productivity induce environmental problems. …”
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    Article
  9. 1029

    The Dynamism Between, Import, Foreign Direct Investment Inflow, Inflation and Covid-19 on Economic Growth: Evidence from Ghana by Alexander Amo Baffour, Evans Yeboah

    Published 2023-03-01
    “…Using World Bank data from 1990 to 2019, the study applies statistical tests such as the ADF unit root test, Johansen cointegration test, vector error correction model, and Granger causality test. …”
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    Article
  10. 1030

    The Effect of Audit Committee Expertise on Audit Quality: Empirical Evidence from Bangladesh by Md. Mominur Rahman

    Published 2024-03-01
    “…The study uses second generation panel unit root tests to check the stationary of the variables. …”
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    Article
  11. 1031

    Social Capital Formation, Internet Usage and Economic Growth in Australia: Evidence from Time Series Data by Mohammad Salahuddin, Clem Tisdell, Lorelle Burton, Khorshed Alam

    Published 2015-10-01
    “… This study estimates the short- and long-run effects of social capital and Internet usage on economic growth using annual time series macro-data for Australia for the period of 1985-2013. DF-GLS unit root and Zivots and Andrew structural break tests are conducted to assess the stationarity of all the series. …”
    Get full text
    Article
  12. 1032

    Causality Evidence of Exchange Rate - Stock Price Relation in Nigeria: Symmetric and Asymmetric Approach by Adedeji Gbadebo

    Published 2023-08-01
    “…The empirical test completed, as reveal by the unit root confirmation, identifies that the two considered series are trended and integrated. …”
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    Article
  13. 1033

    Is Dividend Payment of any Influence to Corporate Performance in Nigeria? Empirical Evidence from Panel Cointegration by Abdulkadir Abdulrashid Rafindadi, Abdulrashid Bello

    Published 2019-03-01
    “…The study conducted correlation matrix test, panel unit root and panel cointegration test while all study objectives were tested using multiple regression of the fixed effect analysis. …”
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    Article
  14. 1034

    The Impact of Gender Inequality and Environmental Degradation on Human Well-being in the Case of Pakistan: A Time Series Analysis by Amjad Ali, Marc Audi, Chan Bibi, Yannick Roussel

    Published 2021-03-01
    “…Augmented Dickey-Fuller unit root test is used for stationarity of the variables. …”
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    Article
  15. 1035

    Economía, energía y calidad ambiental en APEC, 1990-2018 by René Augusto Marín-Leyva, América I. Zamora-Torres, Carlos Francisco Ortiz-Paniagua

    Published 2022-09-01
    “…Applying tests of cross dependence, intercept heterogeneity and unit root, were estimated as a model of Common Correlated Effects, as a novel proposal in this type of studies. …”
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    Article
  16. 1036

    Variability of factors influencing coffee export performance in Indonesia. by Rizky Yanuarti, Dani Widjaya

    Published 2023-12-01
    “…We examines the relationship between variables and coffee exports in Indonesia using unit root tests, cointegration analysis, and an Error Correction Model (ECM). …”
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    Article
  17. 1037

    Work productivity in the sector of knowledge intensive services in relation to work productivity in the manufacturing industry by Jaromír Vrbka, Zuzana Rowland, Lukáš Frýd

    Published 2020-12-01
    “…Time series are processed using a Census X12 filter; all variables are tested using the ADF test in two variants for the presence of a unit root. The testing of the long-term relationship is conducted by means of the Johansen test. …”
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    Article
  18. 1038

    Time-series data analysis for commodity demand forecasting : construction output modeling and prediction by Peng, Shibo

    Published 2017
    “…Before economic time series are selected in the research, the first thing is to check their stationarity by unit root tests such as augmented Dickey-Fuller (ADF) and Kwiatkowski-Phillips-Schmidt-Shin (KPSS) tests. …”
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    Thesis
  19. 1039

    Exploration of potential regional resources for beef cattle farming development in West Java, Indonesia by Widiati, Rini, Suwignyo, Bambang, Putra, Ahmad Romadhoni Surya

    Published 2022
    “…The stationary test was done before using time series data by unit root tests of Augmented Dickey-Fuller. The results of this research showed that the corn and Cassava production, as well as the population as a source of agriculture labor in a region was potential resources to increase of beef cattle population. …”
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    Conference or Workshop Item
  20. 1040

    Agricultural trend and economic growth in Malaysia: An analysis / Mohamad Idham Md Razak, Nor Azizah Mohammad Amin and Faridah Pardi by Md Razak, Mohamad Idham, Mohammad Amin, Nor Azizah, Pardi, Faridah

    Published 2012
    “…The study also discussed factors that have affected productivity trends by applying technical information about the econometric approaches to measures the relationship of each variable by using the unit root test, co integration test and causality test. …”
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    Research Reports