Showing 1,101 - 1,120 results of 1,432 for search '"unit root"', query time: 0.14s Refine Results
  1. 1101

    Is income catch-up related to happiness catch-up? Evidence from eight European countries by Wen-Yi Chen, Lin-Ying Hsu

    Published 2024-03-01
    “…To this end, we first employed the KPSS panel unit root tests to reveal the time-varying patterns in convergences between the happiness index and real GDP per capita. …”
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    Article
  2. 1102

    Determinants of private domestic investment in Palestine: time series analysis by Ibrahim M. Awad, Ghada K. Al-Jerashi, Zaid Ahmad Alabaddi

    Published 2021-06-01
    “…They include regression analysis, unit root tests, cointegration test, ARDL & Bound tests, VAR test and Granger causality test. …”
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    Article
  3. 1103

    Nexus between FDI and globalization-led energy diversification in BRICS: Fresh evidence from a newly constructed Energy diversification index by Md Qamruzzaman

    Published 2022-11-01
    “…The study performed several econometrical tools such as both conventional and structural break unit root tests, long-run co-integration between variables investigative by performing the novel combined co-integration test, augmented autoregressive distributed lagged (AARDL) implemented for exploring long-run co-integration and explanatory variables coefficients on energy diversification both in the long-run and short-run and directional causality performed with Fourier TY causality test. …”
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    Article
  4. 1104

    From Population Age Structure and Savings Rate to Economic Growth: Evidence from Ecuador by Joel Alejandro Rosado, María Isabel Alvarado Sánchez

    Published 2017-06-01
    “… This paper studied the relationship between the dependency ratio, savings rate and real GDP for Ecuador for the period 1975–2015. Starting with the unit root tests given the use of time series and the cointegration results, the dynamic ordinary least squares (DOLS) and fully modified ordinary least squares (FMOLS) were used to show the relationship between the variables in the long-run. …”
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    Article
  5. 1105

    The Interplay of Green Technology and Energy Consumption: A Study of China’s Carbon Neutrality and Sustainable Digital Economy by Isbat Alam, Shichang Lu, Muddassar Sarfraz, Muhammad Mohsin

    Published 2023-08-01
    “…Utilizing the Stochastic Impacts by Regression on Population, Affluence, and Technology (STIRPAT) model, we scrutinize this relationship, employing unit-root testing to verify the integrative attributes of the variables, inclusive of structural break data. …”
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    Article
  6. 1106

    Analyzing and Forecasting Electricity Consumption in Energy-intensive Industries in Rwanda by Daniel Mburamatare, William K. Gboney, Jean De Dieu Hakizimana, Fidel Mutemberezi

    Published 2022-01-01
    “…ADF test has been applied to test for the unit-roots, the results show that all variables include a unit root on their levels but all series become stationary as a result of taking their first difference. …”
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    Article
  7. 1107

    PERFORMANCE OF MSCI ISLAMIC INDICES: A COMPARATIVE STUDY OF MALAYSIA AND GULF COUNTRIES by Cherno Jallow

    Published 2023-11-01
    “…Methods: To address the research questions, time series techniques, namely, the unit root test, cointegration, long-Run Structural Model (LRSM), Vector Error Correction Model (VECM), variance decomposition, impulse response, and persistence profile techniques, were used as the main method by utilizing monthly data from August 15, 2011, to November 15, 2020. …”
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    Article
  8. 1108

    Health capital and economic performance in selected Southern African development Community (SADC) countries by Alungile Qoko, Kin Sibanda, Phakama Senzangakhona

    Published 2024-12-01
    “…To address potential outliers, the data was transformed using logarithms, and two panel unit root tests, Levin, Lien, and Chu (LLC), and Im, Pesaran, and Shin (IPS), were employed to test for stationarity of the series. …”
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    Article
  9. 1109

    Human capital and its impact on Ethiopian economic growth: ARDL approach to co-integration by Hinsene Lemma Wegari, Sisay Tolla Whakeshum, Negese Tamirat Mulatu

    Published 2023-12-01
    “…The study also applied the augmented Dickey-Fuller and Phillips-Perron unit root tests to check the stationarity of the variables. …”
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    Article
  10. 1110

    The Relationship between Honey Yield and Environmental Pollutants in Turkey by Gungor Karakas, Hayriye Sibel Gülse Bal

    Published 2019-11-01
    “…After the stationary of the series was tested with ADF Unit Root test, the relationship between the variables was examined by Johansen Co-integration analysis. …”
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    Article
  11. 1111

    Predicting the Stock Market Efficiency in Weak Form: A Study on Dhaka Stock Exchange by Masud Pervez, Md. Harun Ur Rashid, Md. Asad Iqbal Chowdhury, Mahbubur Rahaman

    Published 2018-09-01
    “…The study applies both non-parametric [Kolmogorov-Smirnov test with Lilliefors coefficient, run test] and parametric test [autocorrelation test, unit root test and variance ratio test] on DSE general index, DSE broad index and DSE30 index ranging from June 1, 2004, to March 18, 2018. …”
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    Article
  12. 1112

    Forest Covers, Energy Use, and Economic Growth Nexus in the Tropics: A Case of Ethiopia by Dagne Getachew Woldemedhin, Engdawork Assefa, Abrham Seyoum

    Published 2022-06-01
    “…This paper uses Vector Auto-Regression and Auto-Regressive Distributed Lag models for the time-series data from 1990 to 2014. Besides the unit root, co-integration, and lag length tests; co-linearity, Heteroskedasticity, CUSUM, and normality were also checked. …”
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    Article
  13. 1113

    Efficacy of Fiscal and Monetary Policy in Sierra Leone: An ARDL Bound Testing Approach by Abu Bakarr Tarawalie, Noah Kargbo

    Published 2020-05-01
    “…The study utilizes annual time series data, spanning from 1980 to 2017, within an Autoregressive distributed Lag (ARDL) Bound Testing estimation framework popularized by Pesaran and Shin (1998). The unit root test results show that all the variables are integrated of order one, i.e. …”
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    Article
  14. 1114
  15. 1115

    Investigating the Impact of Bank-specific Determinants on Stock Price of Listed Commercial Banks: Evidence from Emerging Economy by Akila Rubaiyath, Raad Mozib Lalon

    Published 2022-07-01
    “…To examine the validity of the models chosen for this study, the model specification test and many diagnostic checks were used, including the test of heteroskedasticity, the cross-sectional dependence test, the test of autocorrelation and the unit root test, etc. Our investiagtion reveals that only Bank Size and Book to Market Value explanatory variables are found significantly responsible for fluctuation in the change in share price of banks, contributing to the current literature by revealing the importance of bank-specific factors that include all metrics in their calculation. …”
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    Article
  16. 1116

    Effects of Industrialization, Technology and Labor efficiency on Electricity Consumption: Panel Data Experience of Rwanda, Tanzania and Kenya. by Daniel Daniel Mburamatare, William K. Gboney, Jean De Dieu Hakizimana, Fidel Mutemberezi

    Published 2022-03-01
    “…This study adopts a three-stage approach, we used four different panel unit root tests including Levin, Lin and Chu (LLC); Im, Pesaran, and Shin (IPS); ADF - Fisher Chi-square and PP - Fisher Chi-square. …”
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    Article
  17. 1117

    Accounts Receivable and Payable Interrelationships: Evidence from Indian Small Cap Companies by Ms. Sangeeta Mittal, Ms. Monika

    Published 2022-07-01
    “…The analysis is carried out by panel unit root and co-integration test, followed by panel vector error-correction model and pairwise Granger causality test. …”
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    Article
  18. 1118

    Islamic financial development and economic growth-empirical evidence from United Arab Emirates / Mosab I. Tabash and Raj S. Dhankar by Dhankar, Raj S.

    Published 2014
    “…For the analysis, the unit root test, cointegration test and Granger Causality tests were done. …”
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    Article
  19. 1119

    Macroeconomic determinants of Malaysia-Us Bilateral Trade Balance / Nor Fadhillah Abd Razak by Abd Razak, Nor Fadhillah

    Published 2018
    “…Monthly time series data observations are used in multiple sets of tests such as Multiple Linear Regression, Descriptive Analysis, F-Test, Adjusted R-Squared, Normality Test, Correlation Analysis and Unit Root Test. According to past studies conducted by numerous researchers across years, they assessed that the trade balance between two countries exist and have significant relationship with fluctuation of floating exchange rate. …”
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    Student Project
  20. 1120

    A study on the factors that affecting the volatility of natural rubber price in Malaysia / Mohd Zulfadli Zulkefle by Zulkefle, Mohd Zulfadli

    Published 2014
    “…The test that researcher do for this research are unit root test, descriptive analysis, correlogram analysis and regression model. …”
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    Student Project