Showing 2,341 - 2,360 results of 2,392 for search '"unit root test"', query time: 2.81s Refine Results
  1. 2341
    by Chia-ming Lee, 李家銘
    Published 2010
    .... Second, base on the presence of cross-sectional dependence in our data, the panel unit root tests...
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  2. 2342
    by Mlambo, Courage
    Published 2017
    ... chapters, visual inspection, growth rates, variance ratio tests and advanced unit root tests were used...
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  3. 2343
    by Rebelo, Helene Albuquerque
    Published 2016
    ... and Phillips-Perron unit root tests, the VAR (vector autoregression) and VEC (vector error correction) models...
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  4. 2344
    ... exercise, two unit root tests in panel are used and the period of analysis covers the years 2002 to 2008...
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  5. 2345
    ... 2010. Econometric Methodology consists in exploiting five unit root tests, between which Pesaran...
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  6. 2346
    ... to January 2010. Econometric Methodology consists in exploiting five unit root tests, between which Pesaran...
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  7. 2347
    by Yoshioka, Marcelo Ehara
    Published 2013
    ... consists of using a new methodology based on recursive unit root tests, which identifies the beginning...
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  8. 2348
    by Costa, Cinthia Cabral da
    Published 2001
    ... series used for the study employing Dickey-Fuller unit root tests, followed by an Engle and Granger...
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  9. 2349
  10. 2350
    by Hegazy, Zakaria S. G.
    Published 1998
    ... of stock returns is integrated. To test the stationarity of the ESM returns, unit root tests of Dickey...
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  11. 2351
    by Shih-Te Chou, 周世德
    Published 2004
    ... important and interesting results are obtained. First, by the unit root tests (ADF and KPSS test), all...
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  12. 2352
    by Reancharoen, Tipprapa
    Published 2016
    ... futures contract, for the Thailand market. Various econometric tools like unit root tests and the Error...
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  13. 2353
    ... the average collection of the northeastern states and unit root tests were performed ADF and KPSS...
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  14. 2354
    ...29762b929be84dd (MD5) Previous issue date: 2013 === Unit root tests have been widely used to validate...
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  15. 2355
    by Davies Junior, Christopher
    Published 2011
    ... Change (Hamilton, 1994), including calendar effects and dummies, also seasonal and non-seasonal unit root...
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  16. 2356
    by Videira, Raphael Almeida
    Published 2010
    ... unit root tests (ADF and KPSS) to define the geographic relevant market. The results of these tests...
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  17. 2357
  18. 2358
    ... three steps. The first step involves tasting for the properties of the variables by conducting unit root...
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  19. 2359
    by Milton Saulo Raimundo
    Published 2018
    ...) and the traditional SVR model with Kernel. In addition, normality and unit root tests for non-linear distribution...
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  20. 2360
    by Renato Silverio Campos
    Published 2010
    ... generator process. For the unit root tests, it was found that the study variables (y, m e p) are I (1), ie...
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