Evaluating the efficiency of nuclear energy policies: an empirical examination for 26 countries
Sign Up to like & getrecommendations! Published in 2017 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-017-9486-3
Abstract: The decarbonization of the global economy is an urgent concern. As a potential solution, it can be important to understand the efficiency of nuclear energy policies. For this purpose, the paper analyzes whether there is… read more here.
Keywords: efficiency nuclear; energy policies; energy; nuclear energy ... See more keywords
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2020.109605
Abstract: Abstract This paper considers the GMM estimator, α ˆ , of the autoregressive parameter in linear dynamic panel data models with fixed effects when the data-generating process has a unit root. Previous literature has established… read more here.
Keywords: panel data; gmm estimator; dynamic panel; unit root ... See more keywords
Unit root quantile autoregression testing with smooth structural changes
Sign Up to like & getrecommendations! Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.10.008
Abstract: Abstract By incorporating the flexible Fourier form into quantile autoregression model, this paper proposes three new unit root test statistics, which are robust to both non-Gaussian condition and structural changes. Since their limiting distributions are… read more here.
Keywords: structural changes; root quantile; unit root; quantile autoregression ... See more keywords
Portmanteau-type tests for unit-root and cointegration
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2018.08.004
Abstract: This paper proposes a new portmanteau-type statistic by combining several lags of the sample autocorrelations to test for the presence of a unit-root of an autoregressive model. The proposed method is nonparametric in nature, which… read more here.
Keywords: type tests; tests unit; cointegration; unit root ... See more keywords
Analysing the ecological footprint in EU-5 countries under a scenario of carbon neutrality: Evidence from newly developed sharp and smooth structural breaks in unit root testing.
Sign Up to like & getrecommendations! Published in 2021 at "Journal of environmental management"
DOI: 10.1016/j.jenvman.2021.113155
Abstract: This paper examines the resistance to shocks (economic, political, outbreaks etc.) of the ecological footprint in EU-5 countries over the period 1961-2016. The aim of the study is to determine whether the ecological footprint tends… read more here.
Keywords: carbon neutrality; ecological footprint; unit root; footprint ... See more keywords
Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics"
DOI: 10.1080/00036846.2017.1332751
Abstract: ABSTRACT The Prebisch–Singer hypothesis in economics asserts that over time the relative price of primary goods relative to manufactured goods should experience a downward trend. To test the hypothesis, we must first establish the unit… read more here.
Keywords: test; unit root; prebisch singer; hypothesis ... See more keywords
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Sign Up to like & getrecommendations! Published in 2020 at "Econometric Reviews"
DOI: 10.1080/07474938.2020.1721833
Abstract: Abstract We provide a large sample theory for the Dickey-Fuller unit root test when the volatility process is driven by a nonlinear transformation of nonstationary time series. Our theory allows the dynamics of future volatilities… read more here.
Keywords: testing unit; unit; heteroskedasticity; unit root ... See more keywords
Testing the long-run PPP for Turkey: new evidence from the Fourier quantile unit root test
Sign Up to like & getrecommendations! Published in 2019 at "Applied Economics Letters"
DOI: 10.1080/13504851.2019.1644435
Abstract: ABSTRACT This study analyses the long-run validity of the purchasing power parity (PPP) between Turkey and its major trading partners (China, Euro Area, Russia, United Kingdom, and United States) by using the Fourier quantile unit… read more here.
Keywords: unit; quantile unit; root test; fourier quantile ... See more keywords
Mean reverting leverage policy in China: theory and evidence from industrial and sectorial level unit root analysis
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Asia Business Studies"
DOI: 10.1108/jabs-10-2016-0138
Abstract: Purpose This study aims to apply unit root test to investigate the behavior of Chinese firms toward their leverage policy. The study is based on two influential and competing theories of capital structure. Design/methodology/approach This… read more here.
Keywords: leverage policy; leverage; study; unit root ... See more keywords
Unit Root Testing in the Presence of Mean Reverting Jumps: Evidence from US T-Bond Yields
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Nonlinear Sciences and Numerical Simulation"
DOI: 10.1515/ijnsns-2018-0012
Abstract: Abstract Mean reversion of financial data, especially interest rates is often tested by linear unit root tests. However, there are times where linear unit root test results can be misleading especially when mean reverting jump… read more here.
Keywords: unit; unit root; test; root testing ... See more keywords
Persistence of shocks on sectoral non-methane volatile organic compound from 1820 to 2019: Insights from a fourier quantile unit root test.
Sign Up to like & getrecommendations! Published in 2022 at "Journal of environmental management"
DOI: 10.2139/ssrn.4166138
Abstract: Despite being directly related to anthropogenic consumption and production, researchers have paid less attention to understanding the dynamics of non-methane volatile organic compounds. The primary objective of this research is to investigate the persistence of… read more here.
Keywords: volatile organic; non methane; methane volatile; unit root ... See more keywords