cointegration tests as well as endogenous structural break tests, namely the Pruned Exact Linear Time (PELT) algorithm applied to … cointegration tests fail to detect a stable long-run equilibrium over the full sample and the pre-break subsample, while one is … corroborates the previous findings: although full-sample evidence for cointegration is limited, a stable and economically …

cointegration properties of the data and estimate the cointegrating relationship between organized crime and corruption using Fully …

cointegration and causality tests that account for cross-sectional dependence and structural heterogeneity. The model includes three … parameters representing financial depth, liquidity, and efficiency. Results indicate significant long-term cointegration …

presence of long run cointegration among the variables. The Long-run results suggest that crude oil prices, inflation …

-gate chain in Thailand using weekly data and an integrated econometric-machine-learning framework. Engle-Granger cointegration …