Search Results - subject:"Seasonal Unit Roots"

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-18

We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of electricity via proper policy initiatives at...

Persistent link: https://www.econbiz.de/10014332420

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10013273476

Regulated seasonal unit root process

Eroğlu, Burak Alparslan; Pehlivan, Ayse Ozgur - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 361-385

Persistent link: https://www.econbiz.de/10013334753

Disentangling the source of non-stationarity in a panel of seasonal data

Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012437839

Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, Robert - In: Econometric reviews 38 (2019) 5, pp. 509-532

Persistent link: https://www.econbiz.de/10012181330

Skrobotov, Anton - Gaidar Institute for Economic Policy - 2013

In this paper we propose tests based on GLS-detrending for testing the null hypothesis of deterministic seasonality. Unlike existing tests for deterministic seasonality, our tests do not suffer from asymptotic size distortions under near integration. We also investigate the behavior of the...

Persistent link: https://www.econbiz.de/10010764503

Modeling Seasonal Unit Roots as a Simple Empirical Method to Handle Autocorrelation in Demand Systems: Evidence from UK Expenditure Data

Silva, Andres; Dharmasena, Senarath - Agricultural and Applied Economics Association - AAEA - 2013

the evidence of seasonal unit roots, we estimated one static and three dynamic quadratic almost ideal demand system …, given the presence of seasonal unit roots, lagged seasonal terms can be a useful simple tool for practitioners modeling …

Persistent link: https://www.econbiz.de/10010916350

Robust tests for deterministic seasonality and seasonal mean shifts

Astill, S.; Taylor, Robert - In: The econometrics journal 21 (2018) 3, pp. 277-297

Persistent link: https://www.econbiz.de/10012166629

Powerful nonparametric seasonal unit root tests

Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; … - In: Economics letters 167 (2018), pp. 75-80

Persistent link: https://www.econbiz.de/10012015793

Measuring species concentration, diversification and dependency in a macro-fishery

Valle, Ikerne del; Astorkiza, Kepa; Díaz-Emparanza, Ignacio - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1689-1713

Persistent link: https://www.econbiz.de/10011947381