Search Results - subject:"STATIONARITY"

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...

Persistent link: https://www.econbiz.de/10013494205

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

Persistent link: https://www.econbiz.de/10014501140

The firms' debt reversibility trend : an application to a large sample of industrial SMEs

Carvalho, António; Sardo, Filipe; Pacheco, Luís Dias - In: Cogent economics & finance 11 (2023) 1, pp. 1-23

of possible long-term stationarity. …

Persistent link: https://www.econbiz.de/10014500531

Testing the sustainability of fiscal policy during the Portuguese first republic using stationary and cointegration tests

Ferraz, Ricardo - In: Economies : open access journal 11 (2023) 11, pp. 1-15

stationarity of public debt and budget balance and also the cointegration between state revenue and expenditure. The results …

Persistent link: https://www.econbiz.de/10014458613

On the growth rate of superadditive processes and the stability of functional GARCH models

Kandji, Baye Matar - 2023

Persistent link: https://www.econbiz.de/10014321021

Dynamic convergence of time series and its inconsistency with stationarity in economic analysis

Sun, Xuedong Liu; Covarrubias López, José Gerardo - In: Análisis económico 38 (2023) 97, pp. 5-26

Persistent link: https://www.econbiz.de/10014247287

Are shocks to electricity consumption permanent or transitory? : evidence from a panel stationarity test with gradual structural breaks for 25 OECD countries

Husein, Jamal G.; Kara, S. Murat - In: Applied econometrics and international development 23 (2023) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10014253873

Convergence in Islamic financial development : evidence from Islamic countries using the Fourier panel KPSS stationarity test

Hassan, M. Kabir; Kazak, Hasan; Adıgüzel, Uğur; … - In: Borsa Istanbul Review 23 (2023) 6, pp. 1289-1302

Fourier Panel KPSS Stationarity Test to examine the convergence hypothesis for four indicators of Islamic financial markets …

Persistent link: https://www.econbiz.de/10014446910

Measuring fiscal policy sustainability in developing Asia : what does the Markov Switching Augmented Dickey-Fuller Test tell us?

Premacio, Dannah Ysabel M.; Vidar, Ezra Rebecca G.; … - In: The Philippine review of economics : a joint … 60 (2023) 2, pp. 81-103

Persistent link: https://www.econbiz.de/10015412907

Asymptotic inference for a sign-double autoregressive (SDAR) model of order one

Iglesias, Emma M. - In: Econometric reviews 44 (2025) 3, pp. 312-334

Persistent link: https://www.econbiz.de/10015196603

A service of the

zbw