Search Results - subject:"STATIONARITY"

Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries

Lean, Hooi Hooi; Smyth, Russell - In: Renewable and Sustainable Energy Reviews 22 (2013) C, pp. 371-379

panel unit root and stationarity tests to time series data on renewable electricity generation for 115 countries over the …

Persistent link: https://www.econbiz.de/10010664566

Stationarity of multivariate particle systems

Molchanov, Ilya; Stucki, Kaspar - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2272-2285

conditions that ensure the stationarity in time of the particle system in Rd and in some cases provide a full characterisation of … the stationarity property. In particular, a full characterisation of stationary multivariate Brown–Resnick processes is …

Persistent link: https://www.econbiz.de/10010664974

Quasi-stationary distributions for discrete-state models

Doorn, Erik A. van; Pollett, Philip K. - In: European Journal of Operational Research 230 (2013) 1, pp. 1-14

This paper contains a survey of results related to quasi-stationary distributions, which arise in the setting of stochastic dynamical systems that eventually evanesce, and which may be useful in describing the long-term behaviour of such systems before evanescence. We are concerned mainly with...

Persistent link: https://www.econbiz.de/10010666101

Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic Modelling 34 (2013) C, pp. 52-58

This paper investigates the stationarity of the real exchange rates of the currencies for ten Asian countries against … identify which of the ten countries hold real exchange rate stationarity, that is, long-run Purchasing Power Parity, the …-sectionally dependent panels. Finally, the empirical results show that the stationarity hypothesis of the real exchange rate is …

Persistent link: https://www.econbiz.de/10010709336

On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets

Benth, Fred Espen; Taib, Che Mohd Imran Che - In: Energy Economics 40 (2013) C, pp. 259-268

stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to …

Persistent link: https://www.econbiz.de/10010718760

Stochastic multiobjective problems with complementarity constraints and applications in healthcare management

Lin, Gui-Hua; Zhang, Dali; Liang, Yan-Chao - In: European Journal of Operational Research 226 (2013) 3, pp. 461-470

derive the first-order optimality conditions including the Clarke/Mordukhovich/strong-type stationarity in the Pareto sense …

Persistent link: https://www.econbiz.de/10010608498

The relationship between energy consumption and GDP : evidence from a panel of 10 Latin American countries

Campo, Jacobo; Sarmiento, Viviana - In: Latin American journal of economics : LAJE 50 (2013) 2, pp. 233-255

Persistent link: https://www.econbiz.de/10010256381

European sovereign bond spreads : financial integration and market conditions

Georgoutsos, Demetris A.; Migiakis, Petros M. - In: Applied financial economics 23 (2013) 19/21, pp. 1609-1621

Persistent link: https://www.econbiz.de/10010259755

Analysis of the correlation between the evolution of the consumer loans and the evolution of household income in Romania

Mitroi, Adrian; Oproiu, Alexandru - In: Theoretical and applied economics : GAER review 20 (2013) 12, pp. 67-82

Persistent link: https://www.econbiz.de/10010233244

Prerequisites for modeling price and return data series for the Bucharest Stock Exchange

Tinca, Andrei - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 117-126

Persistent link: https://www.econbiz.de/10010224748