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44 results for “Unit root”
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Research ArticleOpen accessIn the keywordsRandom Walk Models Classifications: An Empirical Study for Malaysian Stock IndicesChin Wen CheongThis article studied the Random Walk models introduced by Campbell et al.[2] for Malaysian stock market. The analysis is implemented under the possible drastic economics structural change using an iterative structural change test. After the break-date identification, the random walk hypothesis is tested by multiple variance ratios test in two separate periods. We further examined the serial correlations of return’s … …American Journal of Applied Sciences, Vol. 5, Issue 4 · 30 Apr 2008 · 6,850 accessesView PDFCite
Research ArticleOpen accessIn the keywordsBounds Testing Approach to Cointegration: An Examination of Foreign Direct Investment Trade and Growth RelationshipsOteng Abayie Eric Fosu, Frimpong Joseph MagnusThis study examines the long-run impact of foreign direct investment and trade on economic growth in Ghana. Using an augmented aggregate production function (APF) growth model, we apply the bounds testing (ARDL) approach to cointegration which is more appropriate for estimation in small sample studies. The data span for the study is from 1970 to 2002. We found cointegration relations … …American Journal of Applied Sciences, Vol. 3, Issue 11 · 30 Nov 2006 · 9,329 accessesView PDFCite
Research ArticleOpen accessIn the abstractDynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic IndicatorsAbhinandan Kulal, Deepak Kallige Vishwanath, Sanath Kumar KanthilaIt is very likely that dollar to rupee exchange rate has an influence on the major economic indicators of India like the GDP of India, the NIFTY 50 index, gold prices in India, import prices in India, and crude oil prices in India. The quarterly time series data of the seven variables have been used. The time considered for the … …American Journal of Economics and Business Administration, Vol. 15, Issue 1 · 17 Aug 2023 · 6,448 accessesView PDFCite
Research ArticleOpen accessIn the abstractVegetative Propagation by Root Segments Cuttings of Sclerocarya Birrea (A. Rich.) Hochst: Effects of Substrate and Mycorrhizal Inocula on the Ability to Root CuttingsAbdoulaye Herbert, Tsobou Roger et al.Sclerocarya birrea (A. Rich.) Hochst is one of the woody plants of the soudano-Sahelian zones, with great socioeconomic importance. The local populations over-exploit this species for their daily socio-economic needs and this endangered its durability. The objective of this study was to contribute to the domestication of this species by the low-cost technique of Root Segments Cuttings (RSC). The substrates … …American Journal of Agricultural and Biological Sciences, Vol. 17, Issue 1 · 23 Aug 2022 · 6,522 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Return, Growth and Inflation in India: Analysis of Stochastic Seasonality, Impulse Response and Multivariate GARCHPanchanan DasThis study analyses the empirical interdependence among asset returns, industrial growth and inflation after controlling for interest rate by considering stochastic seasonality and conditional volatility with monthly time series in India. The HEGY unit root test suggests that industrial growth and inflation experience only stochastic trend and no persistent stochastic behaviour at any other seasonal frequencies, while stock return follows … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 3 May 2021 · 7,344 accessesView PDFCite
Research ArticleOpen accessIn the abstractDoes Monetary Policy Stimulates Macroeconomic Performance during Economic Downturn in Nigeria?Bashir Adelowo Wahab, Sam-Siso Ebasi OkrinyaThis study investigated the relationship between monetary policy and macroeconomic performance in Nigeria during 1981-2018. The stochastic properties of the time series data were examined using both conventional and unit root tests with structural breaks to account for shift dummy in the series. Their results indicates that the series are combination of both I(0) and I(1) in the same specification … …Journal of Social Sciences, Vol. 16, Issue 1 · 11 Feb 2020 · 8,269 accessesView PDFCite
Research ArticleOpen accessIn the abstractNondestructive Assessment of Egg Freshness using a Synchronous Fluorescence Spectral TechniqueJianhu Wu, Guifeng Li, Yankun Peng et al.Freshness is an important index of egg quality. In this study, a synchronous fluorescence spectral technique was employed to determine the freshness of an intact egg. Synchronous fluorescence spectra of intact eggs were acquired using a fluorescence spectrometer supported by a laboratory fluorescence acquisition device and egg freshness (Haugh Unit) was obtained using destructive methods. Eggs feature fluorescence signals were … …American Journal of Biochemistry and Biotechnology, Vol. 15, Issue 4 · 19 Dec 2019 · 8,132 accessesView PDFCite
Research ArticleOpen accessIn the abstractFinancial Development and Economic Growth in Nepal: New intuitions from a Time Series Causality MethodUttam Paudel, Satish Chandra Bhatta, Umesh KhatriGeneralized empirical evidences about impact and direction of causality between financial development and economic growth ignoring the differences of structure and other factors seem less effective to understand the contributions of financial as well as real sector development to economic growth by country specific factors in Nepal. This paper has established the short run or long run relationship and the … …Journal of Social Sciences, Vol. 14, Issue 1 · 28 Mar 2018 · 8,474 accessesView PDFCite
Research ArticleOpen accessIn the abstractDeveloping and Testing Dynamic Models for HVAC Systems Using System Identification ApproachNabil Nassif, Jasmine Buford, Taher M. Abu-LebdehThis paper proposes integrated modeling and optimization methods for a chilled water HVAC system using a system identification approach. Two multiple input-single output models are developed to find the supply air temperature and fan power of the investigated chilled water air handling unit AHU. To test the proposed models, actual data are collected from existing HVAC systems. Different fan and … …American Journal of Engineering and Applied Sciences, Vol. 10, Issue 1 · 15 Mar 2017 · 7,710 accessesView PDFCite
EditorialOpen accessIn the abstractThe Timeless Contribution of Rootstocks towards Successful Horticultural Farming: From Ancient Times to the Climate Change EraIoannis E. PapadakisGrafting is a horticultural practice by which living vegetative plant organs (root, stem and/or buds) of either the same genotype or, usually, different genotypes belonging to the same species, genus, subfamily and/or family, are tightly connected to each other to form a double-compound plant. In fact, it is a method of asexual (clonal-vegetative) propagation of plants. The basal part of … …American Journal of Agricultural and Biological Sciences, Vol. 11, Issue 4 · 16 Dec 2016 · 9,521 accessesView PDFCite