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Convergence in primary energy consumption per capita among European countries : evidence from Fourier unit root tests

Hepsağ, Aycan - In: Business threats and opportunities in the Western Balkans, (pp. 116-124). 2021

Persistent link: https://www.econbiz.de/10013186660

Detecting housing price bubbles using panel unit roots tests

Korkmaz, Özge - In: Selected topics in applied econometrics, (pp. 87-115). 2019

Persistent link: https://www.econbiz.de/10012286929

Dynamic modeling of causal relationship between energy consumption, CO2 emissions, and economic growth in Italy

Stamatiou, Pavlos; Dritsakis, Nikolaos - In: Advances in applied economic research : proceedings of …, (pp. 99-109). 2017

Persistent link: https://www.econbiz.de/10011743988

A sequential test for a unit root in monitoring a p-th order autoregressive process

Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023

Persistent link: https://www.econbiz.de/10014313472

Testing for structural breaks in macroeconomic processes of growth

Fałdziński, Marcin - In: Economic miracles in the European economies, (pp. 125-150). 2019

Persistent link: https://www.econbiz.de/10012061196

Unit roots and cointegration

Smeekes, Stephan; Wijler, Etienne - In: Macroeconomic forecasting in the era of big data : …, (pp. 541-584). 2020

In this chapter we investigate how the possible presence of unit roots and cointegration affects forecasting with Big Data. As most macroeoconomic time series are very persistent and may contain unit roots, a proper handling of unit roots and cointegration is of paramount importance for...

Persistent link: https://www.econbiz.de/10012160036