Long memory processes have been extensively studied over the past decades. When dealing with the financial and economic data, seasonality and time-varying long-range dependence can often be observed and thus some kind of non-stationarity can exist inside financial data sets. To take into account...

Long memory processes have been extensively studied over the past decades. When dealing with the financial and economic data, seasonality and time-varying long-range dependence can often be observed and thus some kind of non-stationarity can exist inside financial data sets. To take into account...

Purpose – The purpose of this paper is to establish groups of stakeholders who win and lose from changes in natural gas prices and to develop practical recommendations for a state regulator for the optimal setting natural gas prices in the domestic market through an example of Ukraine....

The notion that more government expenditures can stimulate growth is controversial. The causation between government expenditures and economic growth in Thailand is examined using the Granger causality test. There is no cointegration between government expenditures and economic growth. A...

Purpose – The paper aims to test the hypothesis about increasing the efficiency of gas distribution companies in the period of high gas prices on the example of Ukraine that is highly dependent on this energy source. Design/methodology/approach – The basic and super-efficiency models of data...

This article focuses attention on the estimation of the mean of a sequence of branching process with immigration in the critical case. We get the limiting distribution of the pivot, and adopt a bootstrap procedure to bootstrap the least-square estimator with bootstrap sample size <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$m$$</EquationSource> </InlineEquation> less...</equationsource></inlineequation>