The impact of technological innovation and public‐private partnership investment on sustainable environment in China: Consumption‐based carbon emissions …

Z Khan, M Ali, D Kirikkaleli, S Wahab… - Sustainable …, 2020 - Wiley Online Library
The present study investigates the effect of public‐private partnership investment in energy
and technological innovation on consumption‐based carbon emissions for China from …

Structural changes, common stochastic trends, and unit roots in panel data

J Bai, JL Carrion-I-Silvestre - The Review of Economic Studies, 2009 - academic.oup.com
This paper studies the problem of unit root testing in the presence of multiple structural
changes and common dynamic factors. Structural breaks represent infrequent regime shifts …

[图书][B] Almost all about unit roots: Foundations, developments, and applications

I Choi - 2015 - books.google.com
Many economic theories depend on the presence or absence of a unit root for their validity,
and econometric and statistical theory undergo considerable changes when unit roots are …

Anomaly detection in streaming nonstationary temporal data

PD Talagala, RJ Hyndman, K Smith-Miles… - … of Computational and …, 2020 - Taylor & Francis
This article proposes a framework that provides early detection of anomalous series within a
large collection of nonstationary streaming time-series data. We define an anomaly as an …

A reexamination of trends in primary commodity prices

A Ghoshray - Journal of Development Economics, 2011 - Elsevier
This paper conducts a reexamination of the Prebisch–Singer hypothesis by employing the
unit root test proposed by Lee and Strazicich (2003) and Lee and Strazicich (2004) that …

[HTML][HTML] Outlier detection for multivariate time series: A functional data approach

Á López-Oriona, JA Vilar - Knowledge-Based Systems, 2021 - Elsevier
A method for detecting outlier samples in a multivariate time series dataset is proposed. It is
assumed that an outlying series is characterized by having been generated from a different …

Evaluating the dynamics and impact of terrorist attacks on tourism and economic growth for Turkey

JA Afonso-Rodríguez - Instability and Tourism, 2020 - taylorfrancis.com
Turkey is one of the most advanced economies in the MENA region and one of the most
important tourist destinations in the world, but with a long lasting history of terrorism that has …

Cointegration analysis in the presence of outliers

H Bohn Nielsen - The Econometrics Journal, 2004 - academic.oup.com
The effects of innovational outliers and additive outliers in cointegrated vector
autoregressive models are examined and it is analyzed how outliers can be modelled with …

Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy

JF Rendón, LM Cortés, J Perote - The World Economy, 2023 - Wiley Online Library
This paper proposes new risk measures by accurately estimating the components of
solvency risk and focusing on prudential policy implementation. We use semi …

Estimating demand elasticities in non-stationary panels: the case of Hawaii tourism

P Fuleky, Q Zhao, CS Bonham - Annals of Tourism Research, 2014 - Elsevier
It is natural to turn to the richness of panel data to improve the precision of estimated tourism
demand elasticities. However, the likely presence of common shocks shared across the …