Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 8 of 8 for “"Unit root testing"”.
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A STUDY OF UNIT ROOT TESTING
Unit root testing is important in time series applications, in particular in economic and financial time series. However, testing for the presence of a unit root is neither easy nor straightforward. The existence of a number of unit root tests in the literature and the sensitivity of these tests to …
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Essays on unit root testing in time series
<p>"Unit root tests are frequently employed by applied time series analysts to determine if the underlying model that generates an empirical process has a component that can be well-described by a random walk. More specifically, when the time series can be modeled using an autoregressive moving …
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Modeling the United States Unemployment Rate with the Preisach Model of Hysteresis
… techniques for analyzing time series data, i.e. unit root testing for stationarity. However, we point out problems in modeling hysteresis with these techniques and argue that unit root tests cannot capture the selective memory of a system with hysteresis. For that, hysteresis in economic time …
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Understanding the role of public preferential procurement on the development of black owned construction SMME'S IN South Africa
… from 1991 to 2017 in Namibia. The study applied unit root testing and Cointegration test to test for the presence of a cointegration relationship between the variables. Also, a vector autoregression model short-run causality among the variables was examined. In the end, Impulse response functions …
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Foreign Direct Investment, Economic Growth and Employment creation: A Causality Analysis from Namibia
… from 1991 to 2017 in Namibia. The study applied unit root testing and Cointegration test to test for the presence of a cointegration relationship between the variables. Also, a vector autoregression model short-run causality among the variables was examined. In the end, Impulse response functions …
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Inflation and Macroeconomic Effects of Inflation Targeting in Asia: Time-Series and Cross-Country Analysis
… employed include panel GARCH, quantile unit root and Markov regime-switching testing. Panel GARCH results indicate that inflation targeting is more credible in lowering the inflation level rather than its volatility. The quantile unit root testing results indicate that the credibility of …
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Finding theoretical and empirical solutions to the three major puzzles of exchange rate economics : applications in respect of Southern African macroeconomic data
… the context of Southern African Development Community countries, the thesis uses Bayesian unit root testing and nonlinear nonstationarity tests associated with the smooth transition autoregressive family of models. According to Bayesian unit root test results, the nonstationarity hypothesis …
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Inference of time series regression models with weakly dependent errors
… that are short-memory nonstationary in the unit root setting. A bootstrap-based method is proposed and its consistency is proved.