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You searched for subject:(Unit Root). Showing records 1 – 30 of 61 total matches.

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University of Georgia

1. Wu, Xuedong. Robust numerical Bayesian unit root test for model uncertainty.

Degree: PhD, Agricultural Economics, 2015, University of Georgia

Unit root testing is an important procedure when performing time series analysis, since all the succeeding inferences should be performed based on a stationary series.… (more)

Subjects/Keywords: Robust numerical Bayesian unit root test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, X. (2015). Robust numerical Bayesian unit root test for model uncertainty. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/wu_xuedong_201505_phd

Chicago Manual of Style (16th Edition):

Wu, Xuedong. “Robust numerical Bayesian unit root test for model uncertainty.” 2015. Doctoral Dissertation, University of Georgia. Accessed January 21, 2020. http://purl.galileo.usg.edu/uga_etd/wu_xuedong_201505_phd.

MLA Handbook (7th Edition):

Wu, Xuedong. “Robust numerical Bayesian unit root test for model uncertainty.” 2015. Web. 21 Jan 2020.

Vancouver:

Wu X. Robust numerical Bayesian unit root test for model uncertainty. [Internet] [Doctoral dissertation]. University of Georgia; 2015. [cited 2020 Jan 21]. Available from: http://purl.galileo.usg.edu/uga_etd/wu_xuedong_201505_phd.

Council of Science Editors:

Wu X. Robust numerical Bayesian unit root test for model uncertainty. [Doctoral Dissertation]. University of Georgia; 2015. Available from: http://purl.galileo.usg.edu/uga_etd/wu_xuedong_201505_phd

2. Kurozumi, Eiji. Essays on testing for stationarity possibly with seasonality and a structural change : 季節性及び構造変化を伴う場合の定常性の検定に関する論文; キセツセイ オヨビ コウゾウ ヘンカ オ トモナウ バアイ ノ テイジョウセイ ノ ケンテイ ニ カンスル ロンブン.

Degree: 博士(経済学), Hitotsubashi University / 一橋大学

Subjects/Keywords: seasonality; unit root; seasonal unit root; structural change; stationarity

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APA (6th Edition):

Kurozumi, E. (n.d.). Essays on testing for stationarity possibly with seasonality and a structural change : 季節性及び構造変化を伴う場合の定常性の検定に関する論文; キセツセイ オヨビ コウゾウ ヘンカ オ トモナウ バアイ ノ テイジョウセイ ノ ケンテイ ニ カンスル ロンブン. (Thesis). Hitotsubashi University / 一橋大学. Retrieved from http://hdl.handle.net/10086/15393 ; http://dx.doi.org/10.11501/3185540

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kurozumi, Eiji. “Essays on testing for stationarity possibly with seasonality and a structural change : 季節性及び構造変化を伴う場合の定常性の検定に関する論文; キセツセイ オヨビ コウゾウ ヘンカ オ トモナウ バアイ ノ テイジョウセイ ノ ケンテイ ニ カンスル ロンブン.” Thesis, Hitotsubashi University / 一橋大学. Accessed January 21, 2020. http://hdl.handle.net/10086/15393 ; http://dx.doi.org/10.11501/3185540.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kurozumi, Eiji. “Essays on testing for stationarity possibly with seasonality and a structural change : 季節性及び構造変化を伴う場合の定常性の検定に関する論文; キセツセイ オヨビ コウゾウ ヘンカ オ トモナウ バアイ ノ テイジョウセイ ノ ケンテイ ニ カンスル ロンブン.” Web. 21 Jan 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Kurozumi E. Essays on testing for stationarity possibly with seasonality and a structural change : 季節性及び構造変化を伴う場合の定常性の検定に関する論文; キセツセイ オヨビ コウゾウ ヘンカ オ トモナウ バアイ ノ テイジョウセイ ノ ケンテイ ニ カンスル ロンブン. [Internet] [Thesis]. Hitotsubashi University / 一橋大学; [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10086/15393 ; http://dx.doi.org/10.11501/3185540.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Kurozumi E. Essays on testing for stationarity possibly with seasonality and a structural change : 季節性及び構造変化を伴う場合の定常性の検定に関する論文; キセツセイ オヨビ コウゾウ ヘンカ オ トモナウ バアイ ノ テイジョウセイ ノ ケンテイ ニ カンスル ロンブン. [Thesis]. Hitotsubashi University / 一橋大学; Available from: http://hdl.handle.net/10086/15393 ; http://dx.doi.org/10.11501/3185540

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


University of Manchester

3. Hamadeh, Lina. PERIODICALLY INTEGRATED MODELS: ESTIMATION, SIMULATION, INFERENCE AND DATA ANALYSIS.

Degree: 2016, University of Manchester

 Periodically correlated time series generally exist in several fields including hydrology, climatology, economics and finance, and are commonly modelled using periodic autoregressive (PAR) model. For… (more)

Subjects/Keywords: Periodic autoregressive model, multi-companion matrix, spectral parameterisation, periodic unit root, periodic integration; State space representation, Seasonal unit root.

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APA (6th Edition):

Hamadeh, L. (2016). PERIODICALLY INTEGRATED MODELS: ESTIMATION, SIMULATION, INFERENCE AND DATA ANALYSIS. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:295587

Chicago Manual of Style (16th Edition):

Hamadeh, Lina. “PERIODICALLY INTEGRATED MODELS: ESTIMATION, SIMULATION, INFERENCE AND DATA ANALYSIS.” 2016. Doctoral Dissertation, University of Manchester. Accessed January 21, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:295587.

MLA Handbook (7th Edition):

Hamadeh, Lina. “PERIODICALLY INTEGRATED MODELS: ESTIMATION, SIMULATION, INFERENCE AND DATA ANALYSIS.” 2016. Web. 21 Jan 2020.

Vancouver:

Hamadeh L. PERIODICALLY INTEGRATED MODELS: ESTIMATION, SIMULATION, INFERENCE AND DATA ANALYSIS. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2020 Jan 21]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:295587.

Council of Science Editors:

Hamadeh L. PERIODICALLY INTEGRATED MODELS: ESTIMATION, SIMULATION, INFERENCE AND DATA ANALYSIS. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:295587


Kwame Nkrumah University of Science and Technology

4. Kamasa, Kofi. Wagner or Keynes for Ghana Government Expenditure and Economic Growth Dynamics. A ‘VAR’ Approach.

Degree: 2015, Kwame Nkrumah University of Science and Technology

This paper analysed empirically the causal relationship between government expenditure growth and GDP growth in Ghana from 1980 – 2010. The study employed vector autoregressive… (more)

Subjects/Keywords: Granger causality; Cointegration; Unit root; Government Expenditure; GDP growth

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APA (6th Edition):

Kamasa, K. (2015). Wagner or Keynes for Ghana Government Expenditure and Economic Growth Dynamics. A ‘VAR’ Approach. (Thesis). Kwame Nkrumah University of Science and Technology. Retrieved from http://dspace.knust.edu.gh:8080/jspui/handle/123456789/11264

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kamasa, Kofi. “Wagner or Keynes for Ghana Government Expenditure and Economic Growth Dynamics. A ‘VAR’ Approach.” 2015. Thesis, Kwame Nkrumah University of Science and Technology. Accessed January 21, 2020. http://dspace.knust.edu.gh:8080/jspui/handle/123456789/11264.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kamasa, Kofi. “Wagner or Keynes for Ghana Government Expenditure and Economic Growth Dynamics. A ‘VAR’ Approach.” 2015. Web. 21 Jan 2020.

Vancouver:

Kamasa K. Wagner or Keynes for Ghana Government Expenditure and Economic Growth Dynamics. A ‘VAR’ Approach. [Internet] [Thesis]. Kwame Nkrumah University of Science and Technology; 2015. [cited 2020 Jan 21]. Available from: http://dspace.knust.edu.gh:8080/jspui/handle/123456789/11264.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kamasa K. Wagner or Keynes for Ghana Government Expenditure and Economic Growth Dynamics. A ‘VAR’ Approach. [Thesis]. Kwame Nkrumah University of Science and Technology; 2015. Available from: http://dspace.knust.edu.gh:8080/jspui/handle/123456789/11264

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

5. Plaquet, Alexandre. Cointegration analysis among European crude oil, natural gas and coal prices between 1980 and 2015.

Degree: 2015, Université Catholique de Louvain

 The beginning of cointegration theory lies in the fact that a lot of financial and macroeconomic series are non-stationary. But when common methods are applied,… (more)

Subjects/Keywords: Cointegration; Unit root; Energy prices; Engle-Granger (1987); Johansen (1991)

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APA (6th Edition):

Plaquet, A. (2015). Cointegration analysis among European crude oil, natural gas and coal prices between 1980 and 2015. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:2716

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Plaquet, Alexandre. “Cointegration analysis among European crude oil, natural gas and coal prices between 1980 and 2015.” 2015. Thesis, Université Catholique de Louvain. Accessed January 21, 2020. http://hdl.handle.net/2078.1/thesis:2716.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Plaquet, Alexandre. “Cointegration analysis among European crude oil, natural gas and coal prices between 1980 and 2015.” 2015. Web. 21 Jan 2020.

Vancouver:

Plaquet A. Cointegration analysis among European crude oil, natural gas and coal prices between 1980 and 2015. [Internet] [Thesis]. Université Catholique de Louvain; 2015. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/2078.1/thesis:2716.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Plaquet A. Cointegration analysis among European crude oil, natural gas and coal prices between 1980 and 2015. [Thesis]. Université Catholique de Louvain; 2015. Available from: http://hdl.handle.net/2078.1/thesis:2716

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

6. Lin, Shih-Hsun. A Structured Breaks Investigation of Tuna Catches in the Western-Central Pacific Ocean.

Degree: Master, IMA, 2012, NSYSU

 In the early years of human society, all natural resources such as agriculture, animals, forestry, and fisheries were considered to be public property and the… (more)

Subjects/Keywords: Structural breaks; Fishery management; WCPFC; Tuna; Unit root tests

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APA (6th Edition):

Lin, S. (2012). A Structured Breaks Investigation of Tuna Catches in the Western-Central Pacific Ocean. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0104112-222614

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Shih-Hsun. “A Structured Breaks Investigation of Tuna Catches in the Western-Central Pacific Ocean.” 2012. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0104112-222614.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Shih-Hsun. “A Structured Breaks Investigation of Tuna Catches in the Western-Central Pacific Ocean.” 2012. Web. 21 Jan 2020.

Vancouver:

Lin S. A Structured Breaks Investigation of Tuna Catches in the Western-Central Pacific Ocean. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0104112-222614.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin S. A Structured Breaks Investigation of Tuna Catches in the Western-Central Pacific Ocean. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0104112-222614

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Otago

7. Munawar Shah, Syed. Sustainability of Fiscal Policy: A Comparison of Contemporary Models for Asian Developing Countries .

Degree: 2011, University of Otago

 This study compares two well-known models used for assessing the sustainability of fiscal policy. The Model-Based test, an OLS-based model of sustainability, either adds little… (more)

Subjects/Keywords: Sustainability; Fiscal Policy; Panel Unit Root; Panel Cointegration

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APA (6th Edition):

Munawar Shah, S. (2011). Sustainability of Fiscal Policy: A Comparison of Contemporary Models for Asian Developing Countries . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1890

Chicago Manual of Style (16th Edition):

Munawar Shah, Syed. “Sustainability of Fiscal Policy: A Comparison of Contemporary Models for Asian Developing Countries .” 2011. Masters Thesis, University of Otago. Accessed January 21, 2020. http://hdl.handle.net/10523/1890.

MLA Handbook (7th Edition):

Munawar Shah, Syed. “Sustainability of Fiscal Policy: A Comparison of Contemporary Models for Asian Developing Countries .” 2011. Web. 21 Jan 2020.

Vancouver:

Munawar Shah S. Sustainability of Fiscal Policy: A Comparison of Contemporary Models for Asian Developing Countries . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10523/1890.

Council of Science Editors:

Munawar Shah S. Sustainability of Fiscal Policy: A Comparison of Contemporary Models for Asian Developing Countries . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1890


Oklahoma State University

8. Seok, Juheon. Calendar Spread Options for Storable Commodities.

Degree: Agricultural Economics, 2013, Oklahoma State University

 Previous studies provide pricing models of options on futures spreads. However, none fully reflect the economic reality that spreads can stay near full carry for… (more)

Subjects/Keywords: calendar spreads; corn; futures; options; panel unit root tests; rmse

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APA (6th Edition):

Seok, J. (2013). Calendar Spread Options for Storable Commodities. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/15113

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Seok, Juheon. “Calendar Spread Options for Storable Commodities.” 2013. Thesis, Oklahoma State University. Accessed January 21, 2020. http://hdl.handle.net/11244/15113.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Seok, Juheon. “Calendar Spread Options for Storable Commodities.” 2013. Web. 21 Jan 2020.

Vancouver:

Seok J. Calendar Spread Options for Storable Commodities. [Internet] [Thesis]. Oklahoma State University; 2013. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/11244/15113.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Seok J. Calendar Spread Options for Storable Commodities. [Thesis]. Oklahoma State University; 2013. Available from: http://hdl.handle.net/11244/15113

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Hu, Dong Wei. The role of exchange rates on the inflow of foreign direct investment to China.

Degree: Business Administration, 2013, Umeå University

  Since the Chinese economic reforms and opening up to free trade, China has experienced sustained and rapid economic growth during the past thirty years,… (more)

Subjects/Keywords: FDI; China; RMB/USD exchange rate; Unit root test; cointegration test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hu, D. W. (2013). The role of exchange rates on the inflow of foreign direct investment to China. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85604

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hu, Dong Wei. “The role of exchange rates on the inflow of foreign direct investment to China.” 2013. Thesis, Umeå University. Accessed January 21, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85604.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hu, Dong Wei. “The role of exchange rates on the inflow of foreign direct investment to China.” 2013. Web. 21 Jan 2020.

Vancouver:

Hu DW. The role of exchange rates on the inflow of foreign direct investment to China. [Internet] [Thesis]. Umeå University; 2013. [cited 2020 Jan 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85604.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hu DW. The role of exchange rates on the inflow of foreign direct investment to China. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85604

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

10. CHIEN, FENG-SUNG. Macroeconomic Multi-Factor Model.

Degree: Master, Finance, 2016, NSYSU

 The purpose of this paper is to construct a macroeconomic multi-factor risk model based on the listed stock market in Taiwan. The first part is… (more)

Subjects/Keywords: principal component analysis; multi-factor model; macroeconomic indicator; unit root test; factor analysis

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APA (6th Edition):

CHIEN, F. (2016). Macroeconomic Multi-Factor Model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-123709

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CHIEN, FENG-SUNG. “Macroeconomic Multi-Factor Model.” 2016. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-123709.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CHIEN, FENG-SUNG. “Macroeconomic Multi-Factor Model.” 2016. Web. 21 Jan 2020.

Vancouver:

CHIEN F. Macroeconomic Multi-Factor Model. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-123709.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CHIEN F. Macroeconomic Multi-Factor Model. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0526115-123709

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

11. Coelho, Edviges Isabel Felizardo. Modelling and Forecasting Mortality Patterns.

Degree: 2013, Universidade Nova

Thesis submitted in partial fulfillment of the requirements for the Degree of Doctor of Statistics and Information Management

This work considers the problem of modelling… (more)

Subjects/Keywords: Age-period-cohort model; Cohort effects; Lee-Carter model; Mortality forecasting; Structural change; Unit root

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APA (6th Edition):

Coelho, E. I. F. (2013). Modelling and Forecasting Mortality Patterns. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10575

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Coelho, Edviges Isabel Felizardo. “Modelling and Forecasting Mortality Patterns.” 2013. Thesis, Universidade Nova. Accessed January 21, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10575.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Coelho, Edviges Isabel Felizardo. “Modelling and Forecasting Mortality Patterns.” 2013. Web. 21 Jan 2020.

Vancouver:

Coelho EIF. Modelling and Forecasting Mortality Patterns. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2020 Jan 21]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10575.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Coelho EIF. Modelling and Forecasting Mortality Patterns. [Thesis]. Universidade Nova; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/10575

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Cornell University

12. Wongsasutthikul, Paitoon. Hurst Trading With An Excursion Into Fractal Space Of Returns .

Degree: 2012, Cornell University

 This dissertation tackles the problem of non-normality in the distribution of returns and attempts to formulate a proprietary trading strategy to arbitrage the markets using… (more)

Subjects/Keywords: Hurst Trading; Itxc3xb4s excursion theory; fractional Brownian motion; unit root; autoregressive process; momentum trading

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APA (6th Edition):

Wongsasutthikul, P. (2012). Hurst Trading With An Excursion Into Fractal Space Of Returns . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/29455

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wongsasutthikul, Paitoon. “Hurst Trading With An Excursion Into Fractal Space Of Returns .” 2012. Thesis, Cornell University. Accessed January 21, 2020. http://hdl.handle.net/1813/29455.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wongsasutthikul, Paitoon. “Hurst Trading With An Excursion Into Fractal Space Of Returns .” 2012. Web. 21 Jan 2020.

Vancouver:

Wongsasutthikul P. Hurst Trading With An Excursion Into Fractal Space Of Returns . [Internet] [Thesis]. Cornell University; 2012. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/1813/29455.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wongsasutthikul P. Hurst Trading With An Excursion Into Fractal Space Of Returns . [Thesis]. Cornell University; 2012. Available from: http://hdl.handle.net/1813/29455

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Oklahoma State University

13. Ding, Hui. Two Essays in International Finance.

Degree: Department of Economics and Legal Studies, 2012, Oklahoma State University

 This dissertation empirically investigates whether Inflation Targeting (IT) monetary policies are related to the validity of Purchasing Power Parity (PPP) and Real Interest Rate Parity… (more)

Subjects/Keywords: cross-sectional dependence; inflation targeting; panel unit root test; purchasing power parity; real exchange rat

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ding, H. (2012). Two Essays in International Finance. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/6714

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ding, Hui. “Two Essays in International Finance.” 2012. Thesis, Oklahoma State University. Accessed January 21, 2020. http://hdl.handle.net/11244/6714.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ding, Hui. “Two Essays in International Finance.” 2012. Web. 21 Jan 2020.

Vancouver:

Ding H. Two Essays in International Finance. [Internet] [Thesis]. Oklahoma State University; 2012. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/11244/6714.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ding H. Two Essays in International Finance. [Thesis]. Oklahoma State University; 2012. Available from: http://hdl.handle.net/11244/6714

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Africa

14. Njuguna, Josephine M. An investigation of the market efficiency of the Nairobi Securities Exchange.

Degree: 2015, University of South Africa

 This study tests for the market efficiency of the Nairobi Securities Exchange (NSE) after the year 2000 to determine the effect of technological advancements on… (more)

Subjects/Keywords: Effiiciency market hypothesis; NSE; Serial correlations test; Unit root test; Runs test; Variance ratio test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Njuguna, J. M. (2015). An investigation of the market efficiency of the Nairobi Securities Exchange. (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/20295

Chicago Manual of Style (16th Edition):

Njuguna, Josephine M. “An investigation of the market efficiency of the Nairobi Securities Exchange.” 2015. Masters Thesis, University of South Africa. Accessed January 21, 2020. http://hdl.handle.net/10500/20295.

MLA Handbook (7th Edition):

Njuguna, Josephine M. “An investigation of the market efficiency of the Nairobi Securities Exchange.” 2015. Web. 21 Jan 2020.

Vancouver:

Njuguna JM. An investigation of the market efficiency of the Nairobi Securities Exchange. [Internet] [Masters thesis]. University of South Africa; 2015. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10500/20295.

Council of Science Editors:

Njuguna JM. An investigation of the market efficiency of the Nairobi Securities Exchange. [Masters Thesis]. University of South Africa; 2015. Available from: http://hdl.handle.net/10500/20295


Uppsala University

15. Melinder, Johanna. Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region.

Degree: Statistics, 2016, Uppsala University

  This study examines the dynamic interaction between housing prices, stock prices and the repo rate in the Stockholm region by using the Johansen tests… (more)

Subjects/Keywords: Cointegration; Housing prices; Stock prices; Interest rates; Stockholm region; Johansen’s test; Unit root

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APA (6th Edition):

Melinder, J. (2016). Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295656

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Melinder, Johanna. “Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region.” 2016. Thesis, Uppsala University. Accessed January 21, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295656.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Melinder, Johanna. “Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region.” 2016. Web. 21 Jan 2020.

Vancouver:

Melinder J. Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region. [Internet] [Thesis]. Uppsala University; 2016. [cited 2020 Jan 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295656.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Melinder J. Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295656

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Alabama

16. Lee, Hyejin. Three essays on more powerful cointegration tests.

Degree: 2012, University of Alabama

 The main focus of this dissertation is to find ways to improve the power in cointegration tests. This dissertation consists of three essays. In the… (more)

Subjects/Keywords: Electronic Thesis or Dissertation;  – thesis; Economics; Cointegration; Engle and Granger test; Nonlinear Unit Root; Non-Normal Errors; RALS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lee, H. (2012). Three essays on more powerful cointegration tests. (Thesis). University of Alabama. Retrieved from http://purl.lib.ua.edu/77714

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lee, Hyejin. “Three essays on more powerful cointegration tests.” 2012. Thesis, University of Alabama. Accessed January 21, 2020. http://purl.lib.ua.edu/77714.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lee, Hyejin. “Three essays on more powerful cointegration tests.” 2012. Web. 21 Jan 2020.

Vancouver:

Lee H. Three essays on more powerful cointegration tests. [Internet] [Thesis]. University of Alabama; 2012. [cited 2020 Jan 21]. Available from: http://purl.lib.ua.edu/77714.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee H. Three essays on more powerful cointegration tests. [Thesis]. University of Alabama; 2012. Available from: http://purl.lib.ua.edu/77714

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

17. Rho, Yeonwoo. Inference of time series regression models with weakly dependent errors.

Degree: PhD, 0329, 2014, University of Illinois – Urbana-Champaign

 In this thesis we develop inferential methods for time series models with weakly dependent errors in the following three aspects. The first aspect concerns the… (more)

Subjects/Keywords: Heteroscedasticity; Locally stationary; Prewhitening; Robust procedure; Self-normalization; Time series regression; Unit root testing; Wild bootstrap

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rho, Y. (2014). Inference of time series regression models with weakly dependent errors. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/50448

Chicago Manual of Style (16th Edition):

Rho, Yeonwoo. “Inference of time series regression models with weakly dependent errors.” 2014. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 21, 2020. http://hdl.handle.net/2142/50448.

MLA Handbook (7th Edition):

Rho, Yeonwoo. “Inference of time series regression models with weakly dependent errors.” 2014. Web. 21 Jan 2020.

Vancouver:

Rho Y. Inference of time series regression models with weakly dependent errors. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2014. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/2142/50448.

Council of Science Editors:

Rho Y. Inference of time series regression models with weakly dependent errors. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2014. Available from: http://hdl.handle.net/2142/50448


The Ohio State University

18. Park, Sungwook. Three essays on long run movements of real exchange rates.

Degree: PhD, Economics, 2007, The Ohio State University

 My dissertation studies statistical properties of the measure that Engel uses in his 1999 paper and presents new evidence in favor of the Balassa-Samuelson theory.… (more)

Subjects/Keywords: Economics, General; real exchange rates; Balassa-Samuelson theory; variance of k-differences; long run variances; Covariate unit root test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Park, S. (2007). Three essays on long run movements of real exchange rates. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1180465881

Chicago Manual of Style (16th Edition):

Park, Sungwook. “Three essays on long run movements of real exchange rates.” 2007. Doctoral Dissertation, The Ohio State University. Accessed January 21, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1180465881.

MLA Handbook (7th Edition):

Park, Sungwook. “Three essays on long run movements of real exchange rates.” 2007. Web. 21 Jan 2020.

Vancouver:

Park S. Three essays on long run movements of real exchange rates. [Internet] [Doctoral dissertation]. The Ohio State University; 2007. [cited 2020 Jan 21]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1180465881.

Council of Science Editors:

Park S. Three essays on long run movements of real exchange rates. [Doctoral Dissertation]. The Ohio State University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1180465881


NSYSU

19. Chen, Ching-po. Re-examine the Purchasing Power Parity in sPVAR Model.

Degree: Master, Economics, 2005, NSYSU

 The studies of exchange rate theory in international finance are divided into several schools. Purchasing Power Parity (PPP) is one important hypothesis in both the… (more)

Subjects/Keywords: Panel-Unit Root; Panel-Cointegration; Purchasing Power Parity

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APA (6th Edition):

Chen, C. (2005). Re-examine the Purchasing Power Parity in sPVAR Model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0810105-005050

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Ching-po. “Re-examine the Purchasing Power Parity in sPVAR Model.” 2005. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0810105-005050.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Ching-po. “Re-examine the Purchasing Power Parity in sPVAR Model.” 2005. Web. 21 Jan 2020.

Vancouver:

Chen C. Re-examine the Purchasing Power Parity in sPVAR Model. [Internet] [Thesis]. NSYSU; 2005. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0810105-005050.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen C. Re-examine the Purchasing Power Parity in sPVAR Model. [Thesis]. NSYSU; 2005. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0810105-005050

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Saskatchewan

20. Michael, Nils. A panel unit root test approach to PPP exchange rates with non-linear deterministic trends.

Degree: 2005, University of Saskatchewan

 This paper investigates the purchasing power parity (PPP) hypothesis using panel data. Under PPP the real exchange rate is stationary around a constant mean. Recent… (more)

Subjects/Keywords: non-linear deterministic trends; panel unit root testing; PPP

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APA (6th Edition):

Michael, N. (2005). A panel unit root test approach to PPP exchange rates with non-linear deterministic trends. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/etd-10182005-153007

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Michael, Nils. “A panel unit root test approach to PPP exchange rates with non-linear deterministic trends.” 2005. Thesis, University of Saskatchewan. Accessed January 21, 2020. http://hdl.handle.net/10388/etd-10182005-153007.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Michael, Nils. “A panel unit root test approach to PPP exchange rates with non-linear deterministic trends.” 2005. Web. 21 Jan 2020.

Vancouver:

Michael N. A panel unit root test approach to PPP exchange rates with non-linear deterministic trends. [Internet] [Thesis]. University of Saskatchewan; 2005. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10388/etd-10182005-153007.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Michael N. A panel unit root test approach to PPP exchange rates with non-linear deterministic trends. [Thesis]. University of Saskatchewan; 2005. Available from: http://hdl.handle.net/10388/etd-10182005-153007

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Francke, M.K. Marginal likelihood in state-space models: Theory and applications.

Degree: 2006, NARCIS

Subjects/Keywords: housing market; time series model; unit root; valuation

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APA (6th Edition):

Francke, M. K. (2006). Marginal likelihood in state-space models: Theory and applications. (Doctoral Dissertation). NARCIS. Retrieved from https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; 7d900502-43b3-47f2-8a5e-757515640db1 ; 1871.1/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1

Chicago Manual of Style (16th Edition):

Francke, M K. “Marginal likelihood in state-space models: Theory and applications.” 2006. Doctoral Dissertation, NARCIS. Accessed January 21, 2020. https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; 7d900502-43b3-47f2-8a5e-757515640db1 ; 1871.1/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1.

MLA Handbook (7th Edition):

Francke, M K. “Marginal likelihood in state-space models: Theory and applications.” 2006. Web. 21 Jan 2020.

Vancouver:

Francke MK. Marginal likelihood in state-space models: Theory and applications. [Internet] [Doctoral dissertation]. NARCIS; 2006. [cited 2020 Jan 21]. Available from: https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; 7d900502-43b3-47f2-8a5e-757515640db1 ; 1871.1/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1.

Council of Science Editors:

Francke MK. Marginal likelihood in state-space models: Theory and applications. [Doctoral Dissertation]. NARCIS; 2006. Available from: https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; 7d900502-43b3-47f2-8a5e-757515640db1 ; 1871.1/7d900502-43b3-47f2-8a5e-757515640db1 ; urn:nbn:nl:ui:31-7d900502-43b3-47f2-8a5e-757515640db1 ; https://research.vu.nl/en/publications/7d900502-43b3-47f2-8a5e-757515640db1


University of South Africa

22. Iwegbunam, Ifeoma Anthonia. Government Expenditure and Economic Growth in South Africa: Causality and Cointegration Nexus .

Degree: 2017, University of South Africa

 This study examined the effects of government expenditure on different components of economic growth in South Africa using quarterly data from the period 1970Q1 to… (more)

Subjects/Keywords: Economic Growth Models; Government Expenditure; Productive Expenditure; Unit Root; Cointegration; Granger Causality; Long-Run Estimates; VECM; South Africa

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Iwegbunam, I. A. (2017). Government Expenditure and Economic Growth in South Africa: Causality and Cointegration Nexus . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/25288

Chicago Manual of Style (16th Edition):

Iwegbunam, Ifeoma Anthonia. “Government Expenditure and Economic Growth in South Africa: Causality and Cointegration Nexus .” 2017. Masters Thesis, University of South Africa. Accessed January 21, 2020. http://hdl.handle.net/10500/25288.

MLA Handbook (7th Edition):

Iwegbunam, Ifeoma Anthonia. “Government Expenditure and Economic Growth in South Africa: Causality and Cointegration Nexus .” 2017. Web. 21 Jan 2020.

Vancouver:

Iwegbunam IA. Government Expenditure and Economic Growth in South Africa: Causality and Cointegration Nexus . [Internet] [Masters thesis]. University of South Africa; 2017. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10500/25288.

Council of Science Editors:

Iwegbunam IA. Government Expenditure and Economic Growth in South Africa: Causality and Cointegration Nexus . [Masters Thesis]. University of South Africa; 2017. Available from: http://hdl.handle.net/10500/25288


Technical University of Lisbon

23. Mendonça, Francisco António Teixeira. Double unit tests in the presence of structural breaks.

Degree: 2017, Technical University of Lisbon

Mestrado em Econometria Aplicada e Previsão

Apresentam-se dois testes estatísticos que permitem averiguar a existência de duas raízes unitárias numa série temporal univariada que contenha… (more)

Subjects/Keywords: Testes de Duas Raízes Unitárias; Quebras Estruturais; Processos de Wiener; Double Unit Root Test; Structural Changes; Weiner Process

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APA (6th Edition):

Mendonça, F. A. T. (2017). Double unit tests in the presence of structural breaks. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14894

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mendonça, Francisco António Teixeira. “Double unit tests in the presence of structural breaks.” 2017. Thesis, Technical University of Lisbon. Accessed January 21, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14894.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mendonça, Francisco António Teixeira. “Double unit tests in the presence of structural breaks.” 2017. Web. 21 Jan 2020.

Vancouver:

Mendonça FAT. Double unit tests in the presence of structural breaks. [Internet] [Thesis]. Technical University of Lisbon; 2017. [cited 2020 Jan 21]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14894.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mendonça FAT. Double unit tests in the presence of structural breaks. [Thesis]. Technical University of Lisbon; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14894

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. JIA JUNFEI. The test of long-memory explanation of the deaton paradox by conducting unit root test of household income from PSID.

Degree: 2007, National University of Singapore

Subjects/Keywords: LONG-MEMORY; DEATON PARODOX; UNIT ROOT TEST; PSID

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APA (6th Edition):

JUNFEI, J. (2007). The test of long-memory explanation of the deaton paradox by conducting unit root test of household income from PSID. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/13436

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

JUNFEI, JIA. “The test of long-memory explanation of the deaton paradox by conducting unit root test of household income from PSID.” 2007. Thesis, National University of Singapore. Accessed January 21, 2020. http://scholarbank.nus.edu.sg/handle/10635/13436.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

JUNFEI, JIA. “The test of long-memory explanation of the deaton paradox by conducting unit root test of household income from PSID.” 2007. Web. 21 Jan 2020.

Vancouver:

JUNFEI J. The test of long-memory explanation of the deaton paradox by conducting unit root test of household income from PSID. [Internet] [Thesis]. National University of Singapore; 2007. [cited 2020 Jan 21]. Available from: http://scholarbank.nus.edu.sg/handle/10635/13436.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

JUNFEI J. The test of long-memory explanation of the deaton paradox by conducting unit root test of household income from PSID. [Thesis]. National University of Singapore; 2007. Available from: http://scholarbank.nus.edu.sg/handle/10635/13436

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Texas

25. Kekec, Ibrahim. The Relationship Between Foreign Direct Investment And The Macro Economy.

Degree: 2011, University of North Texas

 In this thesis, I first investigate the relation between the aggregate unemployment rate and foreign direct investment (FDI) inflows and outflows. To study this relationship,… (more)

Subjects/Keywords: Foreign direct investment; unemployment; exports; dynamic panel data; dynamic OLS; panel unit root test; Arellano and Bond panel data estimation

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APA (6th Edition):

Kekec, I. (2011). The Relationship Between Foreign Direct Investment And The Macro Economy. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc103343/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kekec, Ibrahim. “The Relationship Between Foreign Direct Investment And The Macro Economy.” 2011. Thesis, University of North Texas. Accessed January 21, 2020. https://digital.library.unt.edu/ark:/67531/metadc103343/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kekec, Ibrahim. “The Relationship Between Foreign Direct Investment And The Macro Economy.” 2011. Web. 21 Jan 2020.

Vancouver:

Kekec I. The Relationship Between Foreign Direct Investment And The Macro Economy. [Internet] [Thesis]. University of North Texas; 2011. [cited 2020 Jan 21]. Available from: https://digital.library.unt.edu/ark:/67531/metadc103343/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kekec I. The Relationship Between Foreign Direct Investment And The Macro Economy. [Thesis]. University of North Texas; 2011. Available from: https://digital.library.unt.edu/ark:/67531/metadc103343/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Africa

26. Mahembe, Edmore. Foreign direct investment inflows and economic growth in SADC countries : a panel data approach .

Degree: 2014, University of South Africa

 This dissertation examines the causal relationship between inward foreign direct investment (FDI) and economic growth (GDP) in SADC countries. The study investigates, within a panel… (more)

Subjects/Keywords: Foreign direct investment; Economic growth; SADC; Error correction model (ECM); Vector autoregressions (VAR); Panel data; Granger causality; Unit root; Cointegration

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APA (6th Edition):

Mahembe, E. (2014). Foreign direct investment inflows and economic growth in SADC countries : a panel data approach . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/14232

Chicago Manual of Style (16th Edition):

Mahembe, Edmore. “Foreign direct investment inflows and economic growth in SADC countries : a panel data approach .” 2014. Masters Thesis, University of South Africa. Accessed January 21, 2020. http://hdl.handle.net/10500/14232.

MLA Handbook (7th Edition):

Mahembe, Edmore. “Foreign direct investment inflows and economic growth in SADC countries : a panel data approach .” 2014. Web. 21 Jan 2020.

Vancouver:

Mahembe E. Foreign direct investment inflows and economic growth in SADC countries : a panel data approach . [Internet] [Masters thesis]. University of South Africa; 2014. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10500/14232.

Council of Science Editors:

Mahembe E. Foreign direct investment inflows and economic growth in SADC countries : a panel data approach . [Masters Thesis]. University of South Africa; 2014. Available from: http://hdl.handle.net/10500/14232


Uppsala University

27. Jobe, Ndey Isatou. Nonlinearity In Exchange Rates : Evidence From African Economies.

Degree: Statistics, 2016, Uppsala University

  In an effort to assess the predictive ability of exchange rate models when data on African countries is sampled, this paper studies nonlinear modelling… (more)

Subjects/Keywords: Nominal Exchange Rates; Linear Models; Random Walk Model; Smooth Transition Autoregressive Model; Linearity Tests; Unit Root Tests; Forecast Evaluation.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jobe, N. I. (2016). Nonlinearity In Exchange Rates : Evidence From African Economies. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297055

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jobe, Ndey Isatou. “Nonlinearity In Exchange Rates : Evidence From African Economies.” 2016. Thesis, Uppsala University. Accessed January 21, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297055.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jobe, Ndey Isatou. “Nonlinearity In Exchange Rates : Evidence From African Economies.” 2016. Web. 21 Jan 2020.

Vancouver:

Jobe NI. Nonlinearity In Exchange Rates : Evidence From African Economies. [Internet] [Thesis]. Uppsala University; 2016. [cited 2020 Jan 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297055.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jobe NI. Nonlinearity In Exchange Rates : Evidence From African Economies. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297055

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


George Mason University

28. Herranz, Edward. New Unit Root Tests to Decrease Spurious Results with Applications in Finance and Temperature Anomalies .

Degree: 2006, George Mason University

 Simulation studies show that when testing for cointegration with pairs of independent explosive(\gls{phi1} >1) AR(1) time series almost invariably lead to spurious cointegrating relationships. A… (more)

Subjects/Keywords: Statistics; Explosive; Strucutural Breaks; Time Series; Unit root

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Herranz, E. (2006). New Unit Root Tests to Decrease Spurious Results with Applications in Finance and Temperature Anomalies . (Thesis). George Mason University. Retrieved from http://hdl.handle.net/1920/10459

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Herranz, Edward. “New Unit Root Tests to Decrease Spurious Results with Applications in Finance and Temperature Anomalies .” 2006. Thesis, George Mason University. Accessed January 21, 2020. http://hdl.handle.net/1920/10459.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Herranz, Edward. “New Unit Root Tests to Decrease Spurious Results with Applications in Finance and Temperature Anomalies .” 2006. Web. 21 Jan 2020.

Vancouver:

Herranz E. New Unit Root Tests to Decrease Spurious Results with Applications in Finance and Temperature Anomalies . [Internet] [Thesis]. George Mason University; 2006. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/1920/10459.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Herranz E. New Unit Root Tests to Decrease Spurious Results with Applications in Finance and Temperature Anomalies . [Thesis]. George Mason University; 2006. Available from: http://hdl.handle.net/1920/10459

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Halmstad University

29. Blomqvist, Per. Investigation of Wear in Spline Coupling for Saw Unit JPS R5500.

Degree: Engineering and Science, 2019, Halmstad University

  JPS Teknik AB in Färila, located in the middle of Sweden, is a company in manufacturingsaw units to harvester heads. This thesis is about… (more)

Subjects/Keywords: Wear in Spline; Saw Unit; Harvester heads; Spline coupling; Failure of spline coupling; Root cause analysis; Mechanical Engineering; Maskinteknik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Blomqvist, P. (2019). Investigation of Wear in Spline Coupling for Saw Unit JPS R5500. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-39823

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Blomqvist, Per. “Investigation of Wear in Spline Coupling for Saw Unit JPS R5500.” 2019. Thesis, Halmstad University. Accessed January 21, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-39823.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Blomqvist, Per. “Investigation of Wear in Spline Coupling for Saw Unit JPS R5500.” 2019. Web. 21 Jan 2020.

Vancouver:

Blomqvist P. Investigation of Wear in Spline Coupling for Saw Unit JPS R5500. [Internet] [Thesis]. Halmstad University; 2019. [cited 2020 Jan 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-39823.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blomqvist P. Investigation of Wear in Spline Coupling for Saw Unit JPS R5500. [Thesis]. Halmstad University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-39823

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

30. Taipalus, Katja. Bubbles in the Finnish and US Equities Markets - Test for the existence and development of an indicator.

Degree: Department of Political Science; Helsingfors universitet, Allmän statslära, Institutionen för, 2005, University of Helsinki

Tests for unit roots in the log dividend yields, which are consistent with ´rational bubbles´ in stock prices, are conducted for S&P500 as well as… (more)

Subjects/Keywords: stock markets; bubbles; unit root; tests; indicators; stock markets; bubbles; unit root; tests; indicators

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Taipalus, K. (2005). Bubbles in the Finnish and US Equities Markets - Test for the existence and development of an indicator. (Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/11833

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Taipalus, Katja. “Bubbles in the Finnish and US Equities Markets - Test for the existence and development of an indicator.” 2005. Thesis, University of Helsinki. Accessed January 21, 2020. http://hdl.handle.net/10138/11833.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Taipalus, Katja. “Bubbles in the Finnish and US Equities Markets - Test for the existence and development of an indicator.” 2005. Web. 21 Jan 2020.

Vancouver:

Taipalus K. Bubbles in the Finnish and US Equities Markets - Test for the existence and development of an indicator. [Internet] [Thesis]. University of Helsinki; 2005. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10138/11833.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Taipalus K. Bubbles in the Finnish and US Equities Markets - Test for the existence and development of an indicator. [Thesis]. University of Helsinki; 2005. Available from: http://hdl.handle.net/10138/11833

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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