نتایج جستجو برای: nonlinear dickey fuller ndf test
تعداد نتایج: 1025565 فیلتر نتایج به سال:
Impacts of Foreign Direct Investment on Economic Growth of Nepal: A Johansen Co-integration Analysis
This research study analysed the impacts of FDI on Nepalese economy using data over period 1995- 2020. The descriptive and analytical design has been used. To quantify effects independent variables dependent variable, are taken from secondary sources Nepal Rastra Bank ministry finance were employed to measure variables. In order interpret data, acquired by E-views Statistical Package version 10...
the present research aims to evaluate impacts of crude oil price return index, bloomberg petroleum index and bloomberg energy index on stock market returns of 121 companies listed in tehran stock exchange in a 10 years' period from early 2006 to april 2016. first, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. subsequently, to che...
Czech farm-land had enjoyed considerable growth in value from 2008 to 2019. This paper identifies the main determinants of agricultural land prices variations and how these are influenced by urbanization, lease payments, subsidies. These three factors were thoroughly examined for existence a unit root using Augmented Dickey Fuller Test. The long-run relationship between elements was estimated c...
We analyze the extent of comovement between daily price returns nine major cryptocurrencies from April 2013 to February 2021. assess its evolution using bivariate and multivariate modeling approaches, detect pronounced time variation. Generally, is initially low positive, but increases substantially early 2017 late 2018 stays high until end sample. then adopt a right-tail version Augmented Dick...
This study has investigated the impact of gender inequality and environmental degradation on human well-being in case Pakistan from 1980 to 2019. Augmented Dickey-Fuller unit root test is used for stationarity variables. The Autoregressive Distributed Lag Model (ARDL) co-integration among variables model. results show that a negative significant Pakistan, while equality encourages well-being. c...
The forecasting using the multi-layered neural network model is one of methods used recently in forecasting, especially climate forecasts for certain regions, because its accuracy which sometimes reaches levels close to real collected data. In this research, daily temperatures Iraq were predicted, by taking data from Iraqi Meteorological Authority (228) observations, represent Karbala Governora...
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. ...
The study at hand concentrates on existing stationarity tests as well as some of their variants and generalizations. It also focuses on the results of applying time series methods to univariate non-stationary data in order to stress the importance that stationarity plays in generating accurate and reliable estimates and forecast models to describe the data. Part A of the study focuses on variou...
The purpose of this study is to examine equilibrium relationships and dynamic causality between economic growth (measured as GDP), exports, imports in Jordan using time-series data 1976 2021. In particular, research attempts determine exports-led growth, imports-led growth-led both the short-run long-run. four datasets, GDP, merchandise imports, gross capital formation, were examined Dickey–Ful...
The paper aimed to assess the effect of government size and composition public spending on education economic growth in USA. This study is quantitative which data has been gathered from World Data Bank for past 60 years 1960 2019. variables were considered include size, GDP growth, Inflation, FDI, (Current US$), Education expenditure GEE as % concerning In terms analysis, Augmented Dickey-Fulle...
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