نتایج جستجو برای: test of cointegration
تعداد نتایج: 21207732 فیلتر نتایج به سال:
In this paper, a synthesis of the recently advanced Lagrange multiplier (LM)-based tests for the null of no cointegration which account for different patterns of breaks in the cointegrating relationship is provided. The limiting distributions of the test statistics are not only invariant to an intercept break and a break in the cointegrating vector, but are also invariant to a trend break in a ...
language learning courseware has been receiving growing attention by english educators since its advent. a variety of softwares have been designed by software designers and resorted to by language educators to supplement language textbooks. this experimental study investigated how the application of computerized version of language textbooks and the reception of the entire course through comput...
In order to test the existence of Thirlwall’s law for Turkey during the period of 19802008, bounds test approach to cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy recommendations to curb the deficits in the balance-of-payments.
We consider cointegration tests in the situation where the cointegration rank is deficient. This situation is of interest in finite sample analysis and in relation to recent work on identification robust cointegration inference. We derive asymptotic theory for tests for cointegration rank and for hypotheses on the cointegrating vectors. The limiting distributions are tabulated. An application t...
the object of this study was to investigate growth sources of agronomic products in iran. to achive our object, we used fan's frontier production function approach, which includes input changes, technical changes and institutional changes. the study conducted for the period between 1977 and 2011 years. results of adf test showed that all variables were integrated of order one. in addition, joha...
the present study seeks to determine the effect of explicit instruction of metacognitive strategies on iranian high school students’ reading comprehension ability. it also attempts to investigate the relationship between the learners reading comprehension and metacognitive strategies. furthermore, the study investigates whether iranian efl female high school students are high, medium, or low me...
the present study sought to investigate the role of dynamic assessment (da) in improvement of iranian efl writing performance at different language proficiency levels. to this end, after conducting the quick placement test, 60 iranian efl learners were assigned to two groups with different language proficiency levels. in both groups each participant wrote two compositions, one before and one af...
By employing the methods of Johansen cointegration test and granger causality test, the paper aimed at investigating the interactions of environmental pollution and economic growth in the process of Zhejiang’s industrialization according to the time series data of three kinds of pollution indices from 1981 to 2006. The results showed that three kinds of pollution indices all had a negative long...
this study investigated the potential role of age in inductive and deductive grammar learning among iranian foreign language learners. the experimental population consisted of our randomly selected samples including two groups of children (with age of exposure to english within 8-13), and two groups of adults (with age of exposure to english within 11-13). thus, the comparison was between ch...
In their article Cheung and Lai (1993), propose a test for cointegration against fractional alternatives. The test is based on the GPH estimator by Geweke and Porter-Hudak (1983). This test uses only the Tα smallest frequencies, where α usually is set between 0.5 and 0.6. The choice of α has impact on the power of the test. In this paper we argue that using larger α increases the power against ...
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