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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
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The nexus between imports and national income in Turkey
Karahan, Özcan; Çolak, Olcay - In: Economic crisis, development and competitiveness in …, (pp. 93-104). 2016
Persistent link: https://www.econbiz.de/10011540902
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Roots and wings
Audretsch, David B. - In: The Routledge companion to the makers of modern …, (pp. 32-41). 2017
Persistent link: https://www.econbiz.de/10011547499
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Seasonal dynamics of demand in major turkish inbound tourism markets
Yıldırım, Selim; Coskun, Inci Oya - In: Impact assessment in tourism economics, (pp. 23-41). 2016
Persistent link: https://www.econbiz.de/10011529999
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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
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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
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Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Bao, Yong; Ullah, Aman; Zhang, Ru - In: Essays in honor of Peter C. B. Phillips, (pp. 65-92). 2014
Persistent link: https://www.econbiz.de/10010442878
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Asymptotic moments of autoregressive estimators with a near unit root and minimax risk
Hansen, Bruce E. - In: Essays in honor of Peter C. B. Phillips, (pp. 3-21). 2014
Persistent link: https://www.econbiz.de/10010442881
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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
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Re-examining stock market efficiency in Nigeria using nonlinear unit root tests
Lawal, Adedoyin Isola; Salisu, Afees A.; Somoye, … - In: The impacts of monetary policy in the 21st century : …, (pp. 65-73). 2019
Persistent link: https://www.econbiz.de/10012224779