mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

findings suggest that standard cointegration tests fail to identify any relationship among these variables. However, a … expectations algorithm of (J Am Stat Assoc 80:580–598, 1985) identifies strong evidence of cointegration and indicates nonlinearity …

and (co)integration orders. The detailed analysis of the topological properties of the parameterization - based on the …

growth in Palestine. The study employs the Augmented Dickey-Fuller to test for stationarity in the time series, The Johansen … co-integration, Vector Autoregressive Model and Vector Error Correction Model are employed to identify the long-run and …

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-2017). The study found unit root, cointegration, and a long-run relationship between dividend and share price series for Indian …

The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface … evidence of non-stationarity, which is consistent with previous results obtained in the time domain with models allowing for …

extransition economies. In the first phase of the empirical part of the research, the authors tested the stationarity of the real … exchange rate in a logarithm, while in the second phase, the cointegration of nominal exchange rate, domestic and foreign price … authors' knowledge, and taking into account Liu (1992), who states that it is more important to check the presence of co-integration …