theory with the data, and, as a solution, proposes a so-called theory-consistent CVAR scenario. A number of early CVAR …

In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …

fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and …

The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn …

2020 using the ARDL cointegration method. The results reveal that FDI, the interactive variable of FDI and trade openness …

consist of current and capital expenditures. To address this question, we employ the VAR model, the Johansen Cointegration …