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1021
Dynamic relationship between CO2 emissions, energy consumption and economic growth in three North African countries
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 -
1022
Revisiting the Environmental Kuznets Curve Hypothesis in Pakistanhttps://kiet.edu.pk/marketforces/index.php/marketforces/article/view/446
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 -
1023
Does Internet Usage Stimulate the Accumulation of Social Capital? A Panel İnvestigation for Organization of Economic Cooperation and Development Countries
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 -
1024
Social Capital Formation, Internet Usage and Economic Growth in Australia: Evidence from Time Series Data
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 -
1025
Foreign Direct Investment, Foreign Debt, Population Growth and Economic Growth in Somalia: A Co-Integration Analysis
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 -
1026
Determinants of Inflationary Experience in Ethiopia
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 -
1027
Gold and silver as safe havens: A fractional integration and cointegration analysis.
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 -
1028
The impact of intra-industry trade on carbon dioxide emissions: The case of the European Union
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 -
1029
The Dynamism Between, Import, Foreign Direct Investment Inflow, Inflation and Covid-19 on Economic Growth: Evidence from Ghana
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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1030
The Effect of Audit Committee Expertise on Audit Quality: Empirical Evidence from Bangladesh
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 -
1031
Social Capital Formation, Internet Usage and Economic Growth in Australia: Evidence from Time Series Data
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 -
1032
Causality Evidence of Exchange Rate - Stock Price Relation in Nigeria: Symmetric and Asymmetric Approach
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 -
1033
Is Dividend Payment of any Influence to Corporate Performance in Nigeria? Empirical Evidence from Panel Cointegration
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 -
1034
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 -
1035
Economía, energía y calidad ambiental en APEC, 1990-2018
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 -
1036
Variability of factors influencing coffee export performance in Indonesia.
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 -
1037
Work productivity in the sector of knowledge intensive services in relation to work productivity in the manufacturing industry
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 -
1038
Time-series data analysis for commodity demand forecasting : construction output modeling and prediction
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 -
1039
Exploration of potential regional resources for beef cattle farming development in West Java, Indonesia
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 -
1040
Agricultural trend and economic growth in Malaysia: An analysis / Mohamad Idham Md Razak, Nor Azizah Mohammad Amin and Faridah Pardi
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