Zobrazeno 1 - 10
of 273
pro vyhledávání: '"Unit root testing"'
Publikováno v:
Journal of Statistical Theory and Applications (JSTA), Vol 23, Iss 1, Pp 44-66 (2024)
Abstract This paper contributes to the social science literature when analyzing survey or time series data social scientists use spurious regression without due consideration of its assumptions and the data structure. This results in misinterpretatio
Externí odkaz:
https://doaj.org/article/eda426afff784617b28674c96dde6709
Autor:
Skrobotov Anton
Publikováno v:
Dependence Modeling, Vol 11, Iss 1, Pp 676-687 (2023)
This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered. The review also considers the methods for dating exp
Externí odkaz:
https://doaj.org/article/d5919a384ad44a0d8aef830773a9b14f
Publikováno v:
Frontiers in Public Health, Vol 11 (2023)
IntroductionHealth expenditures are a factor that reflects the government's public health policy and contributes to the protection of national health. Therefore, this study focuses on measuring the effectiveness of health expenditures in order to eva
Externí odkaz:
https://doaj.org/article/c0e00c3b30e24db6a18c8a604104002f
Publikováno v:
Journal of Asia Business Studies, 2021, Vol. 15, Issue 4, pp. 625-642.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JABS-07-2020-0272
Akademický článek
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Autor:
Rehman, Ajid ur
Publikováno v:
Journal of Asia Business Studies, 2018, Vol. 12, Issue 3, pp. 290-306.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JABS-10-2016-0138
Autor:
Vicente Esteve, María A. Prats
Publikováno v:
Esteve,Vicente; Prats,María A. Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. Finance Res. Lett., 51. (2023).
In this paper the dynamics of the Spanish public debt-GDP ratio is analysed during the period 1850–2021. We use recent procedures to test for explosive bubbles in the presence under time- varying volatility (Harvey et al., 2016; Harvey et al., 2019
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46752d8016341d7498747365c629b3e1
http://eprints.lse.ac.uk/116980/
http://eprints.lse.ac.uk/116980/
Akademický článek
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Autor:
Muhammad Irfan Malik, Atiq-ur-Rehman
Publikováno v:
International Econometric Review, Vol 7, Iss 2, Pp 51-63 (2015)
Ng and Perron (2001) designed a unit root test, which incorporates the properties of DFGLS and Phillips Perron test. Ng and Perron claim that the test performs exceptionally well especially in the presence of a negative moving average. However, the
Externí odkaz:
https://doaj.org/article/dd5f90d404c84c53805953a0722e76e4
Autor:
Esteve, Vicente, Prats, María A.
22 p.
In this paper the dynamics of the Spanish public debt-GDP ratio is analysed during the period 1850-2021. We use recent procedures to test for explosive bubbles in the presence under time-varying volatility (Harvey, Leybourne, Sollisand Tay
In this paper the dynamics of the Spanish public debt-GDP ratio is analysed during the period 1850-2021. We use recent procedures to test for explosive bubbles in the presence under time-varying volatility (Harvey, Leybourne, Sollisand Tay
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______966::dfaa825c557edddb2635d0ac8d4c7103
https://hdl.handle.net/10017/55154
https://hdl.handle.net/10017/55154