Zobrazeno 1 - 3
of 3
pro vyhledávání: '"PP unit root test"'
Autor:
Uğur AYIK, Hüseyin ÖZER
Publikováno v:
Volume: 20, Issue: 3 1-17
Yönetim ve Ekonomi Araştırmaları Dergisi
Journal of Management and Economics Research
Yönetim ve Ekonomi Araştırmaları Dergisi
Journal of Management and Economics Research
The 2008 world economic crisis that deeply shook all the world economies also negatively effected the economy of Turkey, which carried out about half of its exports to European Union (EU) countries. The magnitude and nature of the effect were investi
Autor:
Ageli, Mohammed Moosa
In This paper investigates the nexus relationship between tourism expenditure and Non Oil economic growth in Saudi Arabia over the period 1970-2012. Using Phillips and Perron (PP) unit root test-VAR approach with several techniques including Unit roo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7fa442539e73c247b38d195aaf2518d2
https://mpra.ub.uni-muenchen.de/46602/1/MPRA_paper_46602.pdf
https://mpra.ub.uni-muenchen.de/46602/1/MPRA_paper_46602.pdf
Autor:
Chang, Yen-Hsiang
In this thesis, we study the unit root tests which includes the ADF, PP and KPSS tests, the long memory tests such as the R/S and GPH tests, and the applications of these methods in high frequency financial data analysis. The software SPLUS was adopt