Journal articles on the topic 'Augmented Dickey Fuller'
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Guo, Zhichao. "Research on the Augmented Dickey-Fuller Test for Predicting Stock Prices and Returns." Advances in Economics, Management and Political Sciences 44, no. 1 (2023): 101–6. http://dx.doi.org/10.54254/2754-1169/44/20232198.
Full textKrämer, Walter. "Fractional integration and the augmented Dickey–Fuller Test." Economics Letters 61, no. 3 (1998): 269–72. http://dx.doi.org/10.1016/s0165-1765(98)00194-3.
Full textDemmler, Michael, and Amilcar Orlian Fernández Dominguez. "Speculative bubble tendencies in time series of Bitcoin market prices." Cuadernos de Economía 41, no. 86 (2022): 159–83. http://dx.doi.org/10.15446/cuad.econ.v41n86.85391.
Full textAcharya, Durga. "Comparative Analysis of Stock Bubble in S&P 500 Individual Stocks: A Study Using SADF and GSADF Models." Journal of Risk and Financial Management 17, no. 2 (2024): 59. http://dx.doi.org/10.3390/jrfm17020059.
Full textIslam, Masudul, Afroza Akhtar, Sirajum Munira, Md Salauddin Khan, and Md Monzur Murshed. "Optimized Dickey-Fuller Test Refines Sign and Boundary Problems Compare to Traditional Dickey-Fuller Test." International Journal of Statistics and Probability 7, no. 5 (2018): 19. http://dx.doi.org/10.5539/ijsp.v7n5p19.
Full textPutri, Nadya Risna, Hazmira Yozza, and Dodi Devianto. "Hubungan Kausalitas Nilai Tukar Rupiah terhadap Dolar Amerika Serikat, Jumlah Uang Beredar, dan Tingkat Inflasi." Jurnal Matematika UNAND 8, no. 1 (2019): 232. http://dx.doi.org/10.25077/jmu.8.1.232-241.2019.
Full textOlulu-Briggs, Omiete Victoria, and Daniel Dornubari Sunday. "Testing for Multiple Bubbles in the Nigerian Stock Exchange." Saudi Journal of Economics and Finance 7, no. 03 (2023): 166–73. http://dx.doi.org/10.36348/sjef.2023.v07i03.006.
Full textBodhgire, Nandkumar Baburao. "Augmented Dickey - Fuller Unit Root Test for Household Saving." Asian Journal of Research in Banking and Finance 5, no. 8 (2015): 64. http://dx.doi.org/10.5958/2249-7323.2015.00101.7.
Full textSephton, Peter S. "Critical values of the augmented fractional Dickey–Fuller test." Empirical Economics 35, no. 3 (2008): 437–50. http://dx.doi.org/10.1007/s00181-007-0171-0.
Full textAkbar, Shahid, Maria Idrees, and Mubasher Ali. "Identifying Bubbles in Electricity Prices during COVID-19: A Case Study of Italian Electricity Prices." Journal of Social Sciences and Economics 3, no. 2 (2024): 259–67. https://doi.org/10.61363/ex92qk79.
Full textFaroque, Akhter, and Stanley A. Koren. "Diagnosing Housing Bubbles across Rich Countries." International Journal of Economics and Finance 10, no. 4 (2018): 179. http://dx.doi.org/10.5539/ijef.v10n4p179.
Full textAkcan, Ahmet Tayfur, Muhammad Shahbaz, Cuneyt Kılıç, and Hasan Kazak. "How Economic and Monetary Policy Uncertainty Affect Climate Policy Uncertainty in the United States?" Problemy Ekorozwoju 20, no. 1 (2025): 190–207. https://doi.org/10.35784/preko.6635.
Full textDeng, Lu. "Augmented Dickey-Fuller Test and the Lag Length Selection Problem." Applied Mechanics and Materials 130-134 (October 2011): 3019–22. http://dx.doi.org/10.4028/www.scientific.net/amm.130-134.3019.
Full textFox, Kevin J. "White noise and other experiments on augmented Dickey-Fuller tests." Applied Economics Letters 4, no. 11 (1997): 689–94. http://dx.doi.org/10.1080/758530650.
Full textHarris, R. I. D. "Testing for unit roots using the augmented Dickey-Fuller test." Economics Letters 38, no. 4 (1992): 381–86. http://dx.doi.org/10.1016/0165-1765(92)90022-q.
Full textAnggraini, Try Beta, and Yefriza Yefriza. "NILAI TUKAR RUPIAH DAN NET EKSPOR INDONESIA 2000 – 2017 (GRANGER CAUSALITY TEST)." Convergence: The Journal of Economic Development 1, no. 1 (2020): 9–24. http://dx.doi.org/10.33369/convergence-jep.v1i1.10854.
Full textMalik, Shahzad Shabbir. "The Impact of Financial Development on Economy of Pakistan." American Based Research Journal 5, no. 3 (2016): 01–11. https://doi.org/10.5281/zenodo.3441708.
Full textBuhaerah, Pihri. "Pembangunan Keuangan dan Pertumbuhan Ekonomi: Studi Kasus Indonesia." Kajian Ekonomi dan Keuangan 1, no. 2 (2017): 165–80. http://dx.doi.org/10.31685/kek.v1i2.203.
Full textBannikov, Valentyn, Maryna Akuliushyna, Svitlana Breus, Snizhana Sukachova, and Valeriy Tytarenko. "Analysis of the implementation of blockchain technologies in management to ensure transparency, efficiency and sustainability." Periodicals of Engineering and Natural Sciences (PEN) 13, no. 1 (2025): 249–62. https://doi.org/10.21533/pen.v13.i1.304.
Full textFURUOKA, Fumitaka. "MEAN REVERSION IN UNEMPLOYMENT: NEW FINDINGS FROM THE BALTIC TIGERS." Technological and Economic Development of Economy 23, no. 3 (2015): 462–82. http://dx.doi.org/10.3846/20294913.2015.1070769.
Full textCheung, Yin-Wong, and Kon S. Lai. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test." Journal of Business & Economic Statistics 13, no. 3 (1995): 277. http://dx.doi.org/10.2307/1392187.
Full textCheung, Yin-Wong, and Kon S. Lai. "Lag Order and Critical Values of the Augmented Dickey–Fuller Test." Journal of Business & Economic Statistics 13, no. 3 (1995): 277–80. http://dx.doi.org/10.1080/07350015.1995.10524601.
Full textMaitra, Somak, and Dimitris N. Politis. "Prepivoted Augmented Dickey-Fuller Test with Bootstrap-Assisted Lag Length Selection." Stats 7, no. 4 (2024): 1226–44. http://dx.doi.org/10.3390/stats7040072.
Full textÖzdemir, Onur. "Foreign Exchange Volatility and the Bubble Formation in Financial Markets: Evidence From The COVID-19 Pandemic." Ekonomika 101, no. 1 (2022): 142–61. http://dx.doi.org/10.15388/ekon.2022.101.1.8.
Full textWulan, Suryandani,. "ANALISIS HUBUNGAN INTEGRASI PASAR MODAL KAWASAN ASEAN-5." BBM (Buletin Bisnis & Manajemen) 4, no. 1 (2018): 15. https://doi.org/10.47686/bbm.v4i1.147.
Full textOumarou, Issoufou, and Ousseini A. Maiga. "A Causal Relationship Between Trade, Foreign Direct Investment and Economic Growth in Niger." Journal of Social and Economic Statistics 8, no. 2 (2019): 24–38. http://dx.doi.org/10.2478/jses-2019-0003.
Full textBaum, Christopher F., and Jesús Otero. "Unit-root tests for explosive behavior." Stata Journal: Promoting communications on statistics and Stata 21, no. 4 (2021): 999–1020. http://dx.doi.org/10.1177/1536867x211063405.
Full textPervaiz, Javed, Teng Jian-Zhou, and Junaid Masih. "Long Run Relationship between Selected Macroeconomic Indicators and Banking Sector in Pakistan." International Journal of Economics and Finance 10, no. 2 (2018): 67. http://dx.doi.org/10.5539/ijef.v10n2p67.
Full textChaudhry, Ali Farhan, Mian Muhammd Hanif, Sameera Hassan, and Muhammad Irfan Chani. "Efficiency of the Black Foreign Exchange Market." International Journal of Economics and Finance 11, no. 2 (2019): 165. http://dx.doi.org/10.5539/ijef.v11n2p165.
Full textSekkal Ilhem Farida, Ilhem Farida, and Mohammed Benbouziane. "The Efficiency of the Maghreb Financial Markets: Tests of the Weak Form." Finance and Business Economies Review 5, no. 1 (2021): 313–29. http://dx.doi.org/10.58205/fber.v5i1.619.
Full textMantalos, P., and A. Karagrigoriou. "Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC." Journal of Statistical Computation and Simulation 82, no. 3 (2012): 431–43. http://dx.doi.org/10.1080/00949655.2010.539219.
Full textTam, Pui Sun. "Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization." Applied Economics 45, no. 24 (2013): 3495–511. http://dx.doi.org/10.1080/00036846.2012.724159.
Full textCheung, Yin-Wong, and Kon S. Lai. "Power of the augmented dickey-fuller test with information-based lag selection." Journal of Statistical Computation and Simulation 60, no. 1 (1998): 57–65. http://dx.doi.org/10.1080/00949659808811871.
Full textAgunloye, Oluokun Kasali, Dahud Kehinde Shangodoyin, and Raghunath Arnab. "Lag length specification in Engle-Granger cointegration test: a modified Koyck mean lag approach based on partial correlation." Statistics in Transition new series 15, no. 4 (2014): 559–72. http://dx.doi.org/10.59170/stattrans-2014-037.
Full textMathlouthi, Majid, and Fethi Lebdi. "Estimation of dry events duration in Northern Tunisia – Analysis of extremes trends." Proceedings of the International Association of Hydrological Sciences 384 (November 16, 2021): 195–201. http://dx.doi.org/10.5194/piahs-384-195-2021.
Full textCastro, Tomás del Barrio, Denise R. Osborn, and A. M. Robert Taylor. "ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS." Econometric Theory 28, no. 5 (2012): 1121–43. http://dx.doi.org/10.1017/s0266466612000060.
Full textIkezam, Nwonodi Daniel. "Money Supply and Inflation: Disaggregated Time Series Evidence from Nigeria." American Finance & Banking Review 2, no. 1 (2018): 52–61. http://dx.doi.org/10.46281/amfbr.v2i1.129.
Full textT. O., Oguntola, Adesina O. A., Oke S. A., and Oladimeji L. A. "Modeling the Accessibility to Electricity in Nigeria using Time Series Technique." African Journal of Mathematics and Statistics Studies 7, no. 2 (2024): 183–91. http://dx.doi.org/10.52589/ajmss-jywhchdq.
Full textCastro, Tomás del Barrio, Paulo M. M. Rodrigues, and A. M. Robert Taylor. "THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS." Econometric Theory 29, no. 6 (2013): 1289–313. http://dx.doi.org/10.1017/s0266466613000066.
Full textBashir, Furrukh, Imran Sharif Chaudhry, Rashid Ahmad, and Fiza Habib. "An Econometric Investigation of Sectoral Output and Environmental Degradation in Pakistan." Review of Education, Administration & LAW 3, no. 3 (2020): 443–56. http://dx.doi.org/10.47067/real.v3i3.90.
Full textDoriyanto, Triatmo. "STABILKAH PERMINTAAN UANG DI INDONESIA SEBELUM DAN SELAMA KRISIS ?" Buletin Ekonomi Moneter dan Perbankan 2, no. 2 (2003): 77–95. http://dx.doi.org/10.21098/bemp.v2i2.197.
Full textKulaksizoglu, Tamer. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication." Journal of Applied Econometrics 30, no. 6 (2015): 1010. http://dx.doi.org/10.1002/jae.2458.
Full textAhead Alfarkh, Aya, та Prof Ahmad Ibrahim Malawi. "أثر التحرير المالي على الاحتياطيات الأجنبية في الأردن". Jordan journal of applied sciences-Humanities Science Series 33, № 1 (2022): 15. http://dx.doi.org/10.35192/jjoas-h.v33i1.370.
Full textHạ, Châu Đỗ Nhật, та Trần Thị Tuấn Anh. "Kiểm định sự hiện diện của bong bóng trên thị trường chứng khoán Việt Nam giai đoạn từ 2006 đến 2019". KINH TẾ VÀ QUẢN TRỊ KINH DOANH 15, № 1 (2020): 34–45. http://dx.doi.org/10.46223/hcmcoujs.econ.vi.15.1.250.2020.
Full textAgada, J. T., Ugodu, D. P., and Ochoche, C. O. "EFFECT OF TRADE LIBERALIZATION ON OUTPUT OF SELECTED AGRICULTURAL CROPS IN NIGERIA." Journal of Agripreneurship and Sustainable Development 6, no. 4 (2023): 76–85. http://dx.doi.org/10.59331/jasd.v6i4.573.
Full textNarayan, Parab, and Y. V. Reddy. "Exploring the Causal Relationship Between Stock Returns, Volume, and Turnover across Sectoral Indices in Indian Stock Market." Metamorphosis: A Journal of Management Research 16, no. 2 (2017): 122–40. http://dx.doi.org/10.1177/0972622517730140.
Full textYALÇIN KAYACAN, Eda. "Examining the Presence of Balloons in Turkey's House Prices." Anadolu Üniversitesi Sosyal Bilimler Dergisi 22, no. 4 (2022): 1255–72. http://dx.doi.org/10.18037/ausbd.1225910.
Full textAhmad, Manzur, Md Sulaiman, and Md Abu Sayem. "THE CASUAL RELATIONSHIP BETWEEN GROSS DOMESTIC SAVINGS AND ECONOMIC GROWTH IN BANGLADESH." Journal of Science and Technology 21, no. 2 (2024): 51–61. http://dx.doi.org/10.59125/jst.21206.
Full textMaijama'a, Rabiu, and Kabiru Saidu Musa. "Crude Oil Price, Interest Rate and Unemployment Nexus in Nigeria: An Application of Toda and Yamamoto Long-Run Causality Procedure." Marketing and Branding Research 8, no. 1 (2021): 1–16. https://doi.org/10.33844/mbr.2021.60326.
Full textSoebagiyo, Daryono. "KAUSALITAS GRANGER PDRB TERHADAP KESEMPATAN KERJA DI PROVINSI DATI I JAWA TENGAH." Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 8, no. 2 (2007): 177. http://dx.doi.org/10.23917/jep.v8i2.1040.
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