Search Results - subject:"STATIONARITY"

Analyzing the trend in COVID-19 data : the structural break approach

Sarkar, Nityananda; Chowdhury, Kushal Banik - In: International econometric review 14 (2022) 3, pp. 72-96

In this paper, we have considered three important variables concerning COVID-19 viz., (i) the number of daily new cases, (ii) the number of daily total cases, and (iii) the number of daily deaths, and proposed a modelling procedure, so that the nature of trend in these series could be studied...

Persistent link: https://www.econbiz.de/10014311273

The prices of renewable commodities : a robust stationarity analysis

Landajo, Manuel; Presno, María José - In: The Australian journal of agricultural and resource … 66 (2022) 2, pp. 447-470

Persistent link: https://www.econbiz.de/10013184193

Analyzing and forecasting electricity consumption in energy-intensive industries in Rwanda

Mburamatare, Daniel; Gboney, William K.; Hakizimana, … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 483-493

Persistent link: https://www.econbiz.de/10013189452

Unit-root tests in high-dimensional panels

Wichret, Oliver - 2022

Persistent link: https://www.econbiz.de/10013191550

Hybrid quantile estimation for asymmetric power GARCH models

Wang, Guochang; Zhu, Ke; Li, Guodong; Li, Wai Keung - In: Journal of econometrics 227 (2022) 1, pp. 264-284

Persistent link: https://www.econbiz.de/10013441656

Learning newsvendor problems with intertemporal dependence and moderate non-stationarities

Qi, Meng; Shen, Zuo-Jun; Zheng, Zeyu - In: Production and operations management : the flagship … 33 (2024) 5, pp. 1196-1213

Persistent link: https://www.econbiz.de/10014576999

Are shocks to electricity consumption permanent or transitory? : Evidence from new panel stationarity tests with gradual structural breaks for 18 MENA countries

Husein, Jamal G.; Kara, S. Murat - In: Applied economics letters 31 (2024) 21, pp. 2322-2327

Persistent link: https://www.econbiz.de/10015095232

Expiration day effect on the Nifty Futures volume and price : an empirical evidence

Suryanarayana, K.S.; Kandi, V. S. Prasad; Botta, Ashok - In: International journal of intelligent enterprise 11 (2024) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10015394861

Stability in threshold VAR models

Chen, Pu; Semmler, Willi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 531-544

Persistent link: https://www.econbiz.de/10014632042

Dynamic interactions among selected world stock indices : a VAR approach

Tejesh H. R.; Khajabee M. - In: Theoretical and applied economics : GAER review 31 (2024) 3/640, pp. 227-242

Persistent link: https://www.econbiz.de/10015115173