Fractional Integration and Its Influence on Unit Root and Co- Integration Analysis

Quartic and pantic B-spline operational matrix of fractional integration

In this work, we proposed an effective method based on cubic and pantic B-spline scaling functions to solve partial differential equations of fractional order. Our method is based on dual functions of B-spline scaling functions. We derived the operational matrix of fractional integration of cubic and pantic B-spline scaling functions and used them to transform the mentioned equations to a syste...

The Stochastic Unit Root Model and Fractional Integration: an Extension to the Seasonal Case

In a recent paper, Yoon (2003) shows that the Stochastic Unit Root (STUR) model is closely related to long memory processes, and, in particular, that it is a special case of an I(d) process, with d = 1.5. In this paper we further examine this issue by using parametric and semiparametric techniques for modelling long memory. In particular, we extend the analysis by considering both non-normality...

An Empirical Study of Export and Economic Growth in India since 1960: A Co integration Analysis

A Fractional Integration and Cointegration Analysis

This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of both series are found to vary considerably across states, whilst the fractional cointegration analysis suggests that a long-run relationship exists between ...

cellular behavior and scanning electron microscope evaluation of pro-root mta, root mta and modified mta on fibroblast l929

چکیده ندارد.