Search Results - subject:"Order of integration"

Thailand’s International Tourism Demand: The ARDL Approach to Cointegration

Chaitip, Prasert; Chaiboonsri, Chukiat - In: Annals of the University of Petrosani, Economics 9 (2009) 3, pp. 163-184

-run relations when the variables are of mixed-order of integration, i.e., I(0) and I(1). The long-run results indicate that growth …

Persistent link: https://www.econbiz.de/10008470189

Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?

Haug, Alfred A.; Basher, Syed A. - Department of Economics, School of Business - 2007

tested with rank tests of Breitung (2001). We determine Þrst the order of integration of each variable, using monthly data …

Persistent link: https://www.econbiz.de/10010611221

Manufacturing price determination in OECD countries; markups, demand and uncertainty in a dynamic heterogeneous panel

Price, Simon; Asteriou, Dimitrios; Lukacs, Peter; Pain, … - Royal Economic Society - RES - 2003

Manufacturing price markup equations are estimated for 15 OECD countries using annual data. Firms have CES production technology. The markup depends on demand, competitors' prices and uncertainty. Cointegration is tested with the Pedroni tests and a panel version of the Johansen test, and...

Persistent link: https://www.econbiz.de/10005398570

The Integration Order of Vector Autoregressive Processes

Franchi, Massimo - Økonomisk Institut, Københavns Universitet

We show that the order of integration of a vector autoregressive process is equal to the difference between the …

Persistent link: https://www.econbiz.de/10005225432