Search Results - subject:"STATIONARITY"

Testing for strict stationarity in a random coefficient autoregressive model

Trapani, Lorenzo - In: Econometric reviews 40 (2021) 3, pp. 220-256

Persistent link: https://www.econbiz.de/10012515596

Investigating undercurrents of stationarity and growth with long-term panel data

Dunn, Steven; Graham, Charles; Nenycz-Thiel, Magda; … - In: International journal of market research 63 (2021) 6, pp. 786-809

Persistent link: https://www.econbiz.de/10012794288

Convergence in OPEC carbon dioxide emissions : evidence from new panel stationarity tests with factors and breaks

Nazlıoğlu, Şaban; Payne, James E.; Lee, Junsoo; … - In: Economic modelling 100 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012795916

Sub-Saharan African (SSA) growth trajectory : how far has knowledge contributed?

Ukwueze, Ezebuilo Romanus; Ogbonna, Oliver E.; Nwodo, … - In: Comparative advantage in the knowledge economy : a …, (pp. 11-24). 2021

Persistent link: https://www.econbiz.de/10012813997

High-dimensional penalized arch processes

Poignard, Benjamin; Fermanian, Jean-David - In: Econometric reviews 40 (2021) 1, pp. 86-107

Persistent link: https://www.econbiz.de/10012483797

Modeling persistent interest rates with double-autoregressive processes

Hansen, Anne Lundgaard - In: Journal of banking & finance 133 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013257376

Market efficiency of gold exchange-traded funds in India

Nargunam, Rupel; Anuradha, N. - In: Financial Innovation 3 (2017) 14, pp. 1-18

Background: Gold exchange-traded funds, since introduction, are primarily aimed at tracking the price of physical gold in the financial market. This, a category of exchange-traded funds, whose units represent physical gold, is traded on exchanges like any other financial instrument. In the...

Persistent link: https://www.econbiz.de/10011808250

An Investigation of Stationarity Properties of the Turkish Tourism Income Variable

Ertugrul, H. M.; Yildirim, S.; Ayhan, F. - In: International Econometric Review (IER) 9 (2017) 2, pp. 37-49

policies in tourism industry, employing tourism income series for period of 2009M1-2015M12 and tests the stationarity of this …

Persistent link: https://www.econbiz.de/10012610965

A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models

Blasques, Francisco; Nientker, Marc - 2017

Persistent link: https://www.econbiz.de/10011819465

Stationarity and Invertibility of a Dynamic Correlation Matrix

mcAleer, Michael - 2017

the stationarity and invertibility conditions of the DCC model. The derivation of DCC from a vector random coefficient … than the returns shocks. The derivation of the regularity conditions, especially stationarity and invertibility, should … than returns shocks, as well as the associated stationarity and invertibility conditions. …

Persistent link: https://www.econbiz.de/10011819475