نتایج جستجو برای: kpss stationary test
تعداد نتایج: 866007 فیلتر نتایج به سال:
For spatially dependent functional data, a generalized Karhunen-Lo\`{e}ve expansion is commonly used to decompose data into an additive form of temporal components and correlated coefficients. This structure provides convenient model investigate the space-time interactions, but may not hold for complex spatio-temporal processes. In this work, we introduce concept weak separability, propose form...
Finans literatüründe piyasaların etkinliği, tüm bilgiyi fiyatlara yansıtacağı ve yatırımcıların normalüstü getiri elde edemeyeceği varsayımı uzun süredir tartışılmaktadır. Bu çalışmada Etkin Piyasa Hipotezinin varlığı, Türkiye piyasasının temel göstergesi konumunda olan BİST 100 endeksi üzerinde test edilmiştir. Çalışmada gerçekleştirilen ADF, PP KPSS birim kök testlerini desteklemek, Türkiye’y...
determination of mobile localization with time of arrival (toa) signal is a requirement in cellular mobile communication. in some of the previous methods, localization with non-line-of-sight (nlos) paths can lead to large position error. also for simplicity, in most simulations suppose non stationary actual environments as stationary. this paper proposes (residual test + recursive least square)...
Financial time series such as stock prices, inflation rates, interest and exchange rates are known to exhibit upward downward trend often possesses long memory volatility behavior. These behaviors crucial in the analysis, modeling forecasting of data. Unfortunately, many analysts don’t take into consideration consequences while financial Therefore, this paper intends examine effect Exchange Rat...
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Electroweak baryogenesis (EWBG) in extensions of the standard model will be tested quantitatively in upcoming nucle...
The nexus between foreign direct investment and economic growth has long been among the most debated issues in macroeconomics. Some studies find a positive link two factors, but others no evidence. This current research fills gap by analysing causal Indonesia for period 1970-2018. as developing country is one of largest recipients FDI flow; hence study on impact very much important. employs con...
A reshaping of the global supply chain is on cards with companies searching for alternative choices, current instability in China and some countries planning to pull their businesses out China. India has already earned reputation being a responsible trustworthy nation efficient participatory governance these times crisis. In light this scenery, study contrasts success Indian Chinese foreign tra...
This study attempts to investigate the long-run Granger causality relationship between energy consumption, carbon dioxide emission and economic growth in India over the period 1971-2007. The augmented Dickey Fuller test (ADF), Phillips-Perron test (PP) and KPSS test are used to test for Granger causality in cointegration models which take account of the stochastic properties of the variables. ...
abstract in this paper we test two versions of convergence hypothesis namely deterministic or conditional convergence and stochastic or catching up hypothesis using carrion-i-silvestre et al. (2005) stationary test. the results show latin and south american countries (lsa) catching up process toward the usa failed in 1980s and somewhat in 1990s. but in 2000s most of them could lie in convergenc...
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