This study examines the degrees of time persistence in U.S. total renewable energy consumption using innovative fractional integration and autoregressive models with monthly data from 1981:1 to 2010:10. The results indicate that renewable energy consumption is better explained in terms of a long...

This study examines the time series behaviour of oil production for OPEC member countries within a fractional integration modelling framework recognizing the potential for structural breaks and outliers. The analysis is undertaken using monthly data from January 1973 to October 2008 for 13 OPEC...

This study examines the degree of time persistence in U.S. disaggregated renewable energy consumption (hydropower, geothermal, solar, wind, wood, waste, and biofuels) using innovative fractional integration and autoregressive models with monthly data for the period 1994:2 to 2011:10. The results...

This study examines the degree of persistence, potential breaks and outliers of oil production for OPEC member countries within a fractional integration modelling framework using monthly data from January 1973 to October 2008. The results indicate there is mean reverting persistence in oil...

This study investigates the relationship between U.S. state housing prices and overall U.S. housing prices as well as the relationship among state housing prices using fractional integration and cointegration techniques. The results based on parametric and semiparametric estimators reveal that...