نتایج جستجو برای: johansen 1988

تعداد نتایج: 40484  

Journal: :Environmental Health Perspectives 2001
J Danneskiold

Cancer: Current Research Two prominent medical journals recently published epidemiologic studies [Inskip et al. (1) and Muscat et al. (2)] on cellular telephones and brain cancer. These papers were featured in a front-page story in The New York Times (3). The message of the story was essentially that these were definitive studies that put the question of handheld cell phone hazard to rest. The ...

2001
Alfred A. Haug James G. MacKinnon

This paper employs systems-based cointegration techniques developed by Johansen (1988, 1995) to determine which European Union countries would form a successful Economic and Monetary Union (EMU), based on long-run behavior of the nominal convergence criteria laid down in the Maastricht treaty. The original 12 European Union countries are analyzed together. Nominal exchange rates, real exchange ...

2010
Felix Schindler Svitlana Voronkova

This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009) and Yunus (2009) among others, this paper is of significant contribution to existing studies since we compare results from different cointegr...

2007
Michael Kühl

The aim of this annual workshop is to offer a forum for young researchers from the field of International Economics to present and to discuss their current topics of research with other experts. The workshop also provides the opportunity to gain an overview of recent developments, problems and methodological approaches in this field. The aim of this paper is to investigate the market efficiency...

2000
Uwe Hassler Luis Gil-Alana Eiji Kurozumi

For univariate time series we suggest a new variant of efficient score tests against fractional alternatives. This test has three important merits. First, by means of simulations we observe that it is superior in terms of size and power in some situations of practical interest. Second, it is easily understood and implemented as a slight modification of the Dickey-Fuller test, although our score...

Journal: :International Journal of Business, Economics and Management 2016

Journal: :Mechanical Systems and Signal Processing 2021

A novel method for structural health monitoring under environmental and operational variations (EOV) is proposed based on the prediction errors of Johansen cointegartion (CI) residuals using a Recurrent Neural Network (RNN). The first four natural frequency time series structure, identified from vibration measurements over period time, are used to this end. Variational Mode Decomposition (VMD) ...

Journal: :European heart journal 2009
Nicola Gaibazzi Angelo Squeri Claudio Reverberi

the elderly has improved: Ontario prescribing trends, 1994–2002. Hypertension 2005;45:1113–1118. 19. Joffres MR, Ghadirian P, Fodor JG, Petrasovits A, Chockalingam A, Hamet P. Awareness, treatment, and control of hypertension in Canada. Am J Hypertens 1997;10:1097–1102. 20. Leenen FHH, Dumais J, McInnis NH, Turton P, Stratychuk L, Nemeth K, Lum-Kwong MM, Fodor G. Results of the Ontario Survey o...

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