In this paper, we show that in order to obtain the Tsallis entropy rate for stochastic processes, we can use the limit of conditional entropy, as it was done for the case of Shannon and Renyi entropy rates. Using that we can obtain Tsallis entropy rate for stationary Gaussian processes. Finally, we derive the relation between Renyi, Shannon and Tsallis entropy rates for stationary Gaussian proc...

The purpose of this study is to investigate the role of oil, natural gas and coal consumption in Iran’s economic growth during the periods from 1980 to 2012. The stationary analysis is performed by using ADF and Phillips-Perron unit root test and Auto-Regressive Distributed Lag (ARDL) approach was used to test for co-integration between the variables. The findings show that the variables are co...

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 converge...

Magnetic particle testing (MT) is the most sensitive method to detect surface cracks in ferromagnetic materials [2]. This method can be executed by mobile equipment or stationary systems [3]. Magnetic particles are used for the visualisation of the surface cracks. The magnetic particles are an iron oxide powder coated with visible or fluorescent paint. They are also called test agent or magneti...

Large sample properties are studied for a …rst-order autoregression (AR(1)) with a root greater than unity. It is shown that, contrary to the AR coe¢ cient, the leastsquares (LS) estimator of the intercept and its t-statistic are asymptotically normal without requiring the Gaussian error distribution, and hence an invariance principle applies. While the invariance principle does not apply to th...

This study applies the panel stationarity test developed by Carrion-i-Silvestre et al 2005. Breaking the panels: An application to GDP per capita. Econometrics Journal 8, 159-175] to examine the stationarity of energy consumption per capita for a panel of 13 Pacific Island countries over the period 1980 to 2005. This test has the advantage that it allows for multiple structural breaks at unknow...

The study examined the relationship between Budget deficit and Trade deficit for the economy of Pakistan. Time series data was used from the period 1972 to 2011. Augmented Dickey Fuller Test used to check the stationary of the variables and found that all variables were stationary at first difference. Johansen Co-integration used to find the long relationship and found that budget deficit has p...