models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR …

specification needs a better theoretical grounding. Evidence of nonlinearities has been found by different estimation techniques …

Product (GDP) in China by applying fractional integration and cointegration methods. These are more general than the standard … integration being around 2, whilst the cointegration tests (using both standard and fractional techniques) imply that there exists …

with fertility rate, infant mortality rate and under-5 mortality rate. However, no cointegration is observed between …. Whereas, no cointegration between government spending on education and gross enrolment rate at primary and secondary level is …

period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of … both series are found to vary considerably across states, whilst the fractional cointegration analysis suggests that a long …

period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and non-linearity of … both series are found to vary considerably across states, whilst the fractional cointegration analysis suggests that a long …

both series are nonstationary, or I(1). Moreover, a cointegration relationship is found between the two variables. The …