This research analyses the relationship and relative importance of financial factors on Peruvian mining copper companies´ share prices from 2010 to 2018. Voting common were focused book value, dividend per share, yield, price earnings, earnings roe employed as regressors. Fixed-effects regression was used, tests stationarity, distribution, specification harnessed. It found that yield had a posi...

This paper conducts stationarity tests for levels and ratios of national and regional unemployment rates by race and ethnicity. Results indicate that both unemployment rates and ratios for the total population and for subgroups by race, ethnicity and region are stationary around changing means. The Black/White unemployment ratio has increased on average and the Hispanic/White unemployment ratio...

A time series with a unit root or fractional unit root can be miscategorized in stationarity tests if the series has structural breaks. This finding is tested on Finnish and Swedish party popularity series. The composition and nature of popularity series provide reasons to assume fractional dynamics. The years included, 1987-2001, offer several reasons for the existence of structural breaks. Th...

The spurious regression phenomenon in least squares occurs for a wide range of data generating processes, such as driftless unit roots, unit roots with drift, long memory, trend and brokentrend stationarity. Indeed, spurious regressions have played a fundamental role in the building of modern time series econometrics and have revolutionized many of the procedures used in applied macroeconomics....

The People’s Republic of China is one of the world’s most popular tourist destinations. This paper reviews the development of the Chinese inbound tourism industry after the cultural revolution and analyses tourist flows from Japan, which is the most important short-haul inbound market for China. Box-Jenkins univariate time series analysis facilitates an understanding of tourist arrival patterns...

In this paper a formal model of the productivity dynamics of manufacturing industries is developed with key features being the absence of optimal decisions and equilibrium coordination, heterogeneity of industries with respect to their innovative ability and cumulativeness of innovations together with the working of spillover effects. From that model the law of motion of the productivity distri...

This paper investigates output convergence for the G7 countries using panel time-series techniques. We consider both the null hypotheses of no convergence and convergence. It is shown that inferences on output convergence depend on which one of the two null hypotheses is considered. Further, the no convergence results reported in previous studies using the time-series definition may be attribut...

In this work, I present the results of a thorough nonlinear time series analysis study concerning the long-term variability behaviour of Mrk 421. I use all the archival data obtained by the proportional counter array (PCA) and the all-sky monitor (ASM) aboard the Rossi X-ray timing explorer (RXTE), since 1996. Linearity and stationarity tests reveal that the long-term timing properties of the s...

An alternative but very promising approach of traffic modeling is the use of fractal characterization to describe the high variability and bursty nature of network traffic. The aim of this dissertation is to contribute to this research approach, more precisely, to solve some problems in statistical testing, traffic characterization, modeling, and performance evaluation. First, the implications ...