Showing 1,181 - 1,200 results of 1,432 for search '"unit root"', query time: 0.13s Refine Results
  1. 1181

    Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis by Shahadath Hossain, A.B.M. Munibur Rahman, Salah Uddin Rajib

    Published 2013-03-01
    “…Stationarity of the variables are tested with Augmented Dickey-Fuller (ADF) unit root test and found that variables are in different order of integration. …”
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    Article
  2. 1182

    A Determination of Number of Arriving Tourists and Night Spent in Accommodation Relations with Economic Growth: The Case of Turkey by Seda Karagozzeren

    Published 2018-08-01
    “…Then, the CIPS Panel Unit Root test, which is sensitive to horizontal-section dependency, was performed and the stationarity of the variabilities was determined. …”
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    Article
  3. 1183

    Assessing the determinants of government spending efficiency in Africa by Abiodun Adegboye, Olawale Daniel Akinyele

    Published 2022-10-01
    “…Owing to macrodata adopted in the study, it accounts for the second-generation panel unit root and uses panel corrected standard error to correct for cross-sectional dependence among 40 African countries between 2000 and 2020. …”
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    Article
  4. 1184

    Unlocking Sustainable Commuting: Exploring the Nexus of Macroeconomic Factors, Environmental Impact, and Daily Travel Patterns by Sergej Gričar, Nemanja Lojanica, Saša Obradović, Štefan Bojnec

    Published 2023-10-01
    “…Various methods, including unit root tests such as the augmented Dickey–Fuller (ADF), Kwiatkowski–Phillips–Schmidt–Shin (KPSS), and Zivot–Andrews (Z-A), as well as other tests, are employed. …”
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    Article
  5. 1185

    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
  6. 1186

    The Impact of the Government Policy on the Energy Efficient Gap: The Evidence from Ukraine by Oleksii Lyulyov, Tetyana Pimonenko, Aleksy Kwilinski, Henryk Dzwigol, Mariola Dzwigol-Barosz, Vladyslav Pavlyk, Piotr Barosz

    Published 2021-01-01
    “…The following methods were used: the unit root test—for checking the stationarity of data—and the Johansen test and VEC-modelling—for the cointegration analysis. …”
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    Article
  7. 1187

    Assessment of the causal relationship between air quality of Delhi and neighbouring cities using Granger causality network by Sachin Budakoti

    Published 2024-01-01
    “…This involved employing a unit root test, specifically Augmented Dickey Fuller (ADF) test followed by Granger causality test. …”
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    Article
  8. 1188

    Modelling the Impact of the COVID-19 Pandemic on Some Nigerian Sectorial Stocks: Evidence from GARCH Models with Structural Breaks by Monday Osagie Adenomon, Richard Adekola Idowu

    Published 2022-12-01
    “…Because of the importance of incorporating structural breaks in modelling stock returns, the Zivot–Andrews unit root test revealed 20 January 2021, 26 March 2020, 27 July 2020, 23 March 2020 and 23 March 2020 as potential break points for NSE Insurance, NSE Food, Beverages and Tobacco, NSE Oil and Gas, NSE Banking, and NSE Consumer Goods, respectively. …”
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    Article
  9. 1189

    The Impact of Oil Prices on State Budget Income and Expenses: Case of Azerbaijan by Sugra Humbatova

    Published 2023-01-01
    “…The study covers the period 2005m03 − 2022m05. Unit root (Augmented Dickey−Fuller (ADF), Phillips−Perron (PP) and Kwiatkowski−Phillips−Schmidt−Shin (KPSS)) tests were applied to check the stationarity of variables (time series). …”
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    Article
  10. 1190

    An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria? by Abdulkadir Abdulrashid Rafindadi, Zarinah Yusof

    Published 2014-09-01
    “…To ensure this, we use a quarterly time series data from 1971QI-2012QVI, and applied the traditional and structural break unit root tests; the Bayer-Hanck cointegration approach and the VECM-Granger causality test. …”
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    Article
  11. 1191

    Effect of agricultural development on unemployment reduction in Nigeria: An error correction mechanism approach by Eche Nwachukwu Austine et al.

    Published 2021-06-01
    “…Results: The annual time series data utilized in the study were verified for unit root test using Augmented Dickey-Fuller test (ADF). …”
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    Article
  12. 1192

    Trade creation and export diversion: Thailand’s plastic and rubber under the ASEAN-China free trade agreement by Sasawalai Tonsakunthaweeteam

    Published 2024-03-01
    “…The gravity model is applied to the international trade framework. First, the unit root test is used to confirm the stationary nature of the data. …”
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    Article
  13. 1193

    Energy Consumption and Economic Growth Linkage: Global Evidence from Symmetric and Asymmetric Simulations by Ali Wajid, Nathaniel Solomon Prince, Adekunle Ibrahim Ayoade, Kumar Bezon

    Published 2022-06-01
    “…A second generational unit root test has been applied to check the problem of cross-sectional dependency. …”
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    Article
  14. 1194

    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. …”
    Get full text
    Article
  15. 1195

    Money grows on green energy: Financing a sustainable power future by Fangzhou Yang, Wenshu Liu, Yuqing Zhang, Guoxing Yang, Talu wala

    Published 2024-04-01
    “…The study attempted to quantify the relationship between concepts by analyzing data from OECD countries for 2011–2019. Padroni unit root test, FMOLS, and DOLS method provide evidence for the study's results and convey broad policy implications on this important topic. …”
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    Article
  16. 1196

    Does public-private investment augment renewable energy consumption in BIMSTEC nations? Evidence from symmetric and asymmetric assessment by Md Qamruzzaman, Salma Karim

    Published 2023-09-01
    “…Various econometric tools based on panel data analysis are employed to analyze the static properties of the variables using the CADF and CIPS unit root tests and examine the long-run relationship through panel cointegration with an error correction term. …”
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    Article
  17. 1197

    Investigating the financial market development and shadow economy nexus in the presence of country risk in an emerging economy by Sami Ur Rahman, Faisal Faisal, Adnan Ali, Hamid Ghazi H Sulimany, Ayman Hassan Bazhair

    Published 2023-07-01
    “…Using data from 1995 to 2018, the study applied the Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) unit root tests, followed by the F-bounds test to investigate stationarity and cointegration in the series, respectively. …”
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    Article
  18. 1198

    Sustainable Development in Indonesia: A Study of Energy Consumption, CO2 Emissions, FDI, and Gross Capital Formation by Ahmad Farabi, Zamroni Zamroni, Dini Oktarina Dwi Handayani, Rahmat Heru Setianto

    Published 2024-03-01
    “…This study employs cointegration and ARDL to estimate the short and long-run coefficient which is preceded by ADF and PP unit root test using the annual time series data from 1960 to 2021. …”
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    Article
  19. 1199

    A 3D image-based modelling approach for understanding spatiotemporal processes in phosphorus fertiliser dissolution, soil buffering and uptake by plant roots by K. A. Williams, D. M. McKay Fletcher, C. Petroselli, S. A. Ruiz, T. Roose

    Published 2022-09-01
    “…We quantified the large effects root system architecture had on P uptake, finding that there were trade-offs between total P uptake and uptake per unit root length, representing a carbon investment/phosphorus uptake balance. …”
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    Article
  20. 1200

    LONG-RUN AND SHORT-RUN CAUSALITY BETWEEN STOCK PRICE INDICES AND MACROECONOMIC VARIABLES: EVIDENCE OF PANEL VECM ANALYSIS FROM BOSNIA AND HERZEGOVINA, CROATIA, NORTH MACEDONIA AND... by Goran Mojanoski

    Published 2022-11-01
    “…The statistical method uses econometric models for data analysis and interpretation and includes the application of the following econometric tools: Panel unit root test, Fisher -Johansen cointegration test, application of the panel vector error correction model (PVECM) and the Wald test statistics. …”
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    Article