Search Results - subject:"STATIONARITY"

Identifying trend nature in time series using autocorrelation functions and stationarity tests

Boutahar, Mohamed; Royer-Carenzi, M. - In: International journal of computational economics and … 14 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015062771

Generalized binary vector autoregressive processes

Jentsch, Carsten; Reichmann, Lena - In: Journal of Time Series Analysis 43 (2021) 2, pp. 285-311

dependence. We provide stationarity conditions and derive moving‐average‐type representations that allow to prove geometric …

Persistent link: https://www.econbiz.de/10014485925

On nondegenerate M-stationary points for sparsity constrained nonlinear optimization

Lämmel, S.; Shikhman, V. - In: Journal of Global Optimization 82 (2021) 2, pp. 219-242

minimizers of a generic SCNO. Some relations to other stationarity concepts, such as S-stationarity, basic feasibility, and CW …-minimality, are discussed in detail. By doing so, the issues of instability and degeneracy of points due to different stationarity … concepts are highlighted. The concept of M-stationarity allows to adequately describe the global structure of SCNO along the …

Persistent link: https://www.econbiz.de/10014501331

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo / Our Economy 67 (2021) 4, pp. 13-32

extransition economies. In the first phase of the empirical part of the research, the authors tested the stationarity of the real …

Persistent link: https://www.econbiz.de/10014520660

Forecasting in a changing world: from the great recession to the COVID-19 pandemic

Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021

We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...

Persistent link: https://www.econbiz.de/10012427192

Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors

Stauskas, Ovidijus - 2021

thought before. Contrary to the usual stationarity assumption, common factors can in fact be much more general and not unit …

Persistent link: https://www.econbiz.de/10013208900

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32

extransition economies. In the first phase of the empirical part of the research, the authors tested the stationarity of the real …

Persistent link: https://www.econbiz.de/10012887177

Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles

Kyo, Koki; Kitagawa, Genshiro - In: Asian Journal of Management Science and Applications 6 (2021) 2, pp. 134-162

Persistent link: https://www.econbiz.de/10012887417

Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes

Kara, Alper; Yıldırım, Dilem; Tunç, Gül Ipek - 2021

Persistent link: https://www.econbiz.de/10013550334

Foreign direct investment - domestic investment nexus : evidence from India

Babu, Abraham - In: Contemporary economics 15 (2021) 3, pp. 267-275

2014-15. The data series were checked for stationarity and the presence of long run relationship between foreign direct …

Persistent link: https://www.econbiz.de/10012629553