Unit root test

Môn học "Dự báo trong kinh doanh và kinh tế" với mục tiêu giúp các bạn sinh viên hiểu được những khái niệm cơ bản chuỗi dừng (stationarity) và không dừng (nonstationarity), hiểu được khái niệm kiểm định nghiệm đơn vị (unit root test); Biết được các mô hình giản đơn dùng để dự báo như mô hình san mũ Holt, san mũ Holt-Winters, và mô hình ARIMA (Autoregressive Integrated Moving Average);...Mời các bạn cùng tham khảo!

14p hoangvanlong23 16-07-2024 1 0   Download

In ebook "Sustainability of external imbalances: A critical appraisal" sustainability of large and persistent current account positions have been attracting much attention from policy makers and economists alike. Alongside global imbalances, sustainability of imbalances within the euro area, which started widening shortly after the introduction of the euro, raised much concern.

336p loivantrinh 29-10-2023 12 2   Download

The seven books in the Glencoe Vocabulary Builder series approach the study of word meanings in a new and engaging way. Instead of memorizing, students unlock the meaning of words in context; then they immediately apply the meaning in a reading and writing situation. Other highlights of Glencoe Vocabulary Builder: Readings drawn from the humanities, social studies, and sciences; vocabulary from greek and latin roots; relevant theme lessons drawn from areas of student experience; assessment after each three-lesson unit; test-taking strategies; writing assignments;...

109p haojiubujain05 09-08-2023 14 8   Download

The seven books in the Glencoe Vocabulary Builder series approach the study of word meanings in a new and engaging way. Instead of memorizing, students unlock the meaning of words in context; then they immediately apply the meaning in a reading and writing situation.

91p haojiubujain05 09-08-2023 9 7   Download

The study uses the VAR model through unit root test, Granger causality, impulse response, and variance decompositions to achieve the goal of finding the impacts of FDI on economic growth. In this context, this study is written in parallel to provide a systematic study on the determinants of FDI and its potential impacts on the economy of Vietnam.

15p viberkshire 09-08-2023 8 5   Download

The study utilised different proxies to capture quantity and quality dimensions of education. The unit root and ARDL “Bounds”tests were employed at a preliminary stage. Based on the preliminary tests, the study explored autoregressive distributed lags modelling technique to capture the short-run and long-run dynamic effects.

21p inception36 30-11-2021 18 1   Download

This study aims to find dynamic interaction between domestic investment, foreign direct investment, export and exchange rate in Vietnam for the period 1985–2015. Augmented Dickey-Fuller (ADF) test is used to assess unit root in the concerned data series. Johansen co-integration approach is applied to examine the long run relationship and the Granger causality test is thus performed in the context of the vector error correction model.

11p viuchinaga2711 21-10-2021 14 2   Download

This study aims to examine the relationship between energy consumption, gross domestic product, and population for the 1985-2015 period. The research questions for this study are as follows: (1) what is the association among energy consumption, GDP, population, and oil price? (2) Which suggestions can be provided based on the research findings? Unit root test, cointegration test, VECM model, and Granger causality are employed to analyze the association between the aforementioned variables.

10p viuchinaga2711 21-10-2021 11 1   Download

Đề tài nghiên nhằm kiểm định mối quan hệ giữa lạm phát và tăng trưởng trong nền kinh tế ở Việt Nam theo quý giai đoạn 1999:1-2012:4. Trong nghiên cứu của mình, tác giả sử dụng kiểm định nghiệm đơn vị (Unit root test), kiểm định tính đồng liên kết trong mô hình bằng kiểm định Johansen, kiểm định quan hệ nhân quả Granger và phân tích mô hình VECM để xem xét mối quan hệ giữa tăng trưởng và lạm phát ở Việt Nam trong thời kỳ 1999-2012.

48p thiennhaikhach09 09-08-2021 29 7   Download

This study evaluates the new fiscal regime to ascertain its attractiveness and impact on contractor take. Four features (royalty, cost recovery, tax oil, and profit oil) of the PSC contract terms were used to determine contractor and government takes from the transactions. This study adopted the full range of oil prices captured in the amended DOIBPSC Act in addition to the current market price of oil estimation.

10p mynguyenha 21-07-2021 18 1   Download

This study examines the impact of control of corruption and the effectiveness of governance on the economic growth in Saudi Arabia using the latest cointegration approach of Pesaran et al. (2001) and Kripfganz and Schneider (2019). We utilize unit root and cointegration tests using a maximum available sample from 1996 to 2019. The effect of control of corruption is found insignificant on economic growth, and a positive effect of governance is found in the long-run.

6p mynguyenha 21-07-2021 17 1   Download

This study investigates the impact of energy consumption on environmental pollution in Australia using time series data from 1971 to 2015. Gross domestic product (GDP), total population (TP), and financial development (FD) are included as control variables. In achieving the objective, this study employ unit root test, cointegration test, and autoregressive distributed lag (ARDL) long-run and short-run methodology to examine the nexus between energy consumption, carbon dioxide (CO2 ) emissions, Gross Domestic Product (GDP), total population (TP), and financial development (FD).

10p mynguyenha 21-07-2021 7 2   Download

This present research probes the role of Oil Price (OP) on the 22 categories of manufacturing industries of Saudi Arabia and the growth of total industries during 1990-2018 in the nonlinear settings. To serve the purpose, we utilize the unit root test and nonlinear cointegration test of Shin et al. (2014) based on modified bound statistics of Kripfganz and Schneider (2019).

7p caygaocaolon11 18-04-2021 12 1   Download

This study aims to examine the nexus between tourism, economic growth, and CO2 emissions in Pakistan. We examined the asymmetric relationship between tourism, economic growth, and CO2 emissions for the period 1991 to 2019. We applied NARDL technique, and Granger Causality to predict results. Moreover, we also employed ADF, PP unit root test, Zivot and Andrews test for structural breaks. The nonlinear autoregressive distributed lag is the most appropriate econometric estimator in the case if asymmetric association exists among the variables.

8p caygaocaolon11 18-04-2021 30 1   Download

Current study sheds the light on the financial development-energy nexus in 32 Belt and Road economies during 2000-2015. Financial development is proxied by domestic credit to private sector. We first examine the order of integration by employing five different panel unit-root tests. Further, we confirm long-term relationship between the variables by running Pedroni and Kao panel cointegration tests. Fully modified ordinary least squares (FMOLS) regression reveal positive long-term relationship between financial development and energy use.

6p caygaocaolon11 18-04-2021 16 1   Download

This paper assesses empirically the effects of real oil price shocks on the food inflation in Kazakhstan for the monthly period 2004-2019 by using a VAR model. Standard unit root tests do not yield reliable results in the presence of breaks. In this regard, Zivot and Andrews (1992) has been tested with the help of unit root test. Food prices have been proven to be I (1) according to the Zivot and Andrews (1992) test, while I (0) is according to the ADF test. In subsequent steps, the causality test of the variables was performed.

7p caygaocaolon11 18-04-2021 18 2   Download

In this study, by considering the period between January 2010 and December 2019 of BRICS-T countries, the relationship between oil prices and stock prices was examined through the Hatemi-J asymmetric causality test (2012). The stationarity levels of the series were determined by augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) unit root tests. Hatemi (2012) asymmetric causality test, which takes into account the presence of asymmetric information in financial markets by distinguishing positive and negative shocks, was used.

9p caygaocaolon11 18-04-2021 16 3   Download

The study uses the data of the Philippines, Vietnam, and Thailand over the period of 1995-2017 as gathered from the World Bank and Global Economy. The study uses Brush Pagon LM and Pearson CD to test the cross-section dependence among variables while Levin et al., (2002) panel unit root test to check the stationary in the data. Westerlund (2007) cointegration and FMOLS tests are applied to analyze the long-run relationship.

8p nguaconbaynhay10 22-02-2021 12 4   Download

Recently, more of the greenhouse gases emission has been seen within ASEAN countries. Basically, there are different factors that can cause greenhouse gas emissions. Some of the reasons of greenhouse emission can be industrialization, urbanization, population growth, manufacturing processes, energy consumption etc. In this research paper, the impact of urbanization, industrialization, population growth on greenhouse gases emission has been analyzed.

7p nguaconbaynhay10 22-02-2021 28 3   Download

Data was collected from Thailand for research purpose for period of 28 years. Several tests such as unit root test, co-integration test and ARDL test in long and short run have been applied on the collected data for various purposes. The results of these tests indicate that the impact of three independent variables, custom duty, energy imports and government health spending is significant while the impact of only one control variable, energy consumption is significant in regard of greenhouse gas emission.

7p nguaconbaynhay10 22-02-2021 21 2   Download