Showing 2,181 - 2,200 results of 2,392 for search '"unit root test"', query time: 6.65s Refine Results
  1. 2181
    by Junesved, Patrik, Vidarsson, Arnar
    Published 2008
    ... by means of ADF unit-root tests, Engle-Granger cointegration tests and Johansen cointegration tests...
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  2. 2182
  3. 2183
    by Mesbah Fathy Sharaf
    Published 2015-07-01
    ... in the inflation time series, Zivot and Andrews (2002) and Clemente–Montanes–Reyes (1998) unit root tests are used...
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    Article
  4. 2184
    by Chen-Chieh Chen, 陳振傑
    Published 2005
    .... The results of unit-root tests indicate that the hedge ratios of the dynamic models are stationary...
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  5. 2185
    by William Wirawan, 陳保全
    Published 2013
    ...) series with ADF and PP unit root tests. They become stationary after taking the first difference. Two...
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  6. 2186
    by Chih-Liang Wei, 魏志良
    Published 2002
    ... empirical results are as follows: 1.Using unit roots testing for price series, we find...
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  7. 2187
    by Hsin-YiHsiao, 蕭心怡
    Published 2013
    ...碩士 === 國立成功大學 === 高階管理碩士在職專班(EMBA) === 101 === Through unit root tests, co-integration tests, VAR...
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  8. 2188
    by Dung-Shing Hsieh, 謝東興
    Published 2015
    ..., by utilizing panel unit root tests, panel VAR model, Granger causality tests and Impulse response functions...
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  9. 2189
    by Iemsam-arng, Mana-anya
    Published 2010
    ...) before and after the genetically modified rice contamination event. Using unit root tests...
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  10. 2190
    ... using Lin, Levin & Chen (2002) and Im, Pesaran & Shin (2003) panel unit roots tests. Although there is a...
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  11. 2191
    by Yi-hung Chen, 陳議鴻
    Published 2012
    ..., to study their mutual relations. In accordance with the Panel unit root tests and the panel cointegration...
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  12. 2192
    by Salem Alshihab
    Published 2021-03-01
    ..., which include unit root tests, cointegration test, and error correction model (ECM). The empirical...
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    Article
  13. 2193
    by Ming-chuan Tseng, 曾銘泉
    Published 2008
    .... The Unit-root tests are conducted for all the variables and reveal stationary and hence the OLS can...
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  14. 2194
    by Huang Wei Ju, 黃薇如
    Published 2007
    ... should be the same under the long run. Applying the unit root tests to the real exchange rate is the most...
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  15. 2195
    by Wan-chi Chang, 陳琬琪
    Published 2009
    ... arbitrage are very attractive. Key Words: ETF, spread arbitrage, unit roots test, cointegration ...
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  16. 2196
    by Hadla, Masar
    Published 2015
    ... panel unit root tests are applied, one that assumes cross-sectional independence, one that accounts...
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  17. 2197
    by Amisano, Giovanni
    Published 1995
    ... classical asymptotic unit root tests. The second case study develops a Bayesian procedure to conduct...
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  18. 2198
    by Husna Purnama, Toto Gunarto, Ida Budiarty
    Published 2020-10-01
    ... of the indicator ADF and PP unit root tests are applied. Results indicate that Trade and Urbanization...
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  19. 2199
    ...), unit root tests, co-integration tests and Autoregressive distributed time lag (ARDL) models...
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  20. 2200
    ... was analysed using trend analyses, unit root tests, co-integration tests, ordinary least squares (OLS...
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