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Journal articles on the topic 'Fully Modified Least Squares Method'

Author: Grafiati

Published: 3 June 2025

Last updated: 1 August 2025

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1

Yurdakul, Funda. "Correlations between energy consumption per capita, growth rate, industrialisation, trade volume and urbanisation: the case of Turkey." New Trends and Issues Proceedings on Humanities and Social Sciences 4, no. 10 (2018): 118–27. http://dx.doi.org/10.18844/prosoc.v4i10.3085.

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This study examines the relationship of energy consumption per capita with growth rate, industrialisation, trade volume and urbanisation in Turkish economy throughout the 1980–2015 period using the Engle-Granger, Fully modified ordinary least squares (FMOLS), canonical cointegration regression (CCR) and dynamic ordinary least squares (DOLS) methods. Analysis results revealed a long-run equilibrium relationship between the change in energy consumption per capita and growth rate, industrialisation, trade volume and urbanisation. Urbanisation, industrialisation, growth rate and trade volume posit

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2

Alihodžić, Almir. "Assessment of the profitability of selected insurance companies: The case of the Republic of Serbia." Bankarstvo 53, no. 2-3 (2024): 144–93. https://doi.org/10.5937/bankarstvo2403144a.

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This paper aimed to examine specific factors that influence and have prognostic power on the profitability of selected insurance companies in the Republic of Serbia. Panel data were used for four insurance companies operating in the Republic of Serbia from 2013 to 2022, to estimate a linear model between the determinants that are theoretically expected to affect the performance and profitability of insurance companies. The findings of the paper revealed that company size according to all three methods (method of least squares, method of fully modified least squares, and robust method of least

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Wahyudi, Heru, Thomas Andrian, Driya Wiryawan, Sandra Mei Leny, and Winda Rika Lestari. "The Competitiveness of the Indonesian Medium High Technology Sector: Robust Least Squares and Fully Modified Ordinary Least Squares Approach." International Review of Management and Marketing 15, no. 2 (2025): 51–59. https://doi.org/10.32479/irmm.17787.

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Revealed comparative advantage (RCA) is a key indicator that reflects the competitiveness of a country and plays an important role in determining the position of a country in the global value chain, especially in the medium high technology sector. A high RCA value indicates a country’s ability to compete effectively, while a low RCA value may indicate a greater dependence on imported products and a weakened position of local industries. Factors that influence the RCA value are Retail E-commerce Sales and Domestic Direct Investment (DDI). This study explores the interaction dynamics of Retail E

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Christou, Christina, and Nikitas Pittis. "KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD." Econometric Theory 18, no. 4 (2002): 948–61. http://dx.doi.org/10.1017/s0266466602184076.

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This paper examines several practical issues regarding the implementation of the Phillips and Hansen fully modified least squares (FMLS) method for the estimation of a cointegrating vector. Various versions of this method arise by selecting between standard and prewhitened kernel estimation and between parametric and nonparametric automatic bandwidth estimators and also among alternative kernels. A Monte Carlo study is conducted to investigate the finite-sample properties of the alternative versions of the FMLS procedure. The results suggest that the prewhitened kernel estimator of Andrews and

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Davydenko, Mikhail, and Eric Verschuur. "Full wavefield least-squares reverse time migration." GEOPHYSICS 86, no. 5 (2021): WC67—WC74. http://dx.doi.org/10.1190/geo2020-0866.1.

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Waveform inversion based on least-squares reverse time migration (LSRTM) usually involves Born modeling, which models the primary-only data. As a result, the inversion process handles only primaries and corresponding multiple elimination preprocessing of the input data is required prior to imaging and inversion. Otherwise, multiples left in the input data are mapped as false reflectors, also known as crosstalk, in the final image. At the same time, the developed full-wavefield migration (FWM) methodology can handle internal multiples in an inversion-based imaging process. However, because it i

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Hardia, Natasha Athira Keisha, and Gebrina Rezeki. "Examining the Static and Dynamic Relationship Between Policy Rates and Stock Prices: A Panel Data Analysis." Grimsa Journal of Business and Economics Studies 1, no. 1 (2023): 25–32. http://dx.doi.org/10.61975/gjbes.v1i1.16.

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This study aims to examine the impact of the central bank’s interest rate on the stock price of the top five largest capitalization companies in Indonesia from January 2009 to December 2022. The research method employs both static and dynamic approaches, including Ordinary Least Squares (OLS), Robust Least Squares (RLS), Dynamic Ordinary Least Squares (DOLS), and Fully-Modified Ordinary Least Squares (FMOLS) methods. The results of econometric estimation align with the theory and this study's hypothesis, indicating that the increase of the central bank's interest rate negatively impacts compan

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Belloumi, Mounir, and Atef Saad Alshehry. "The Causal Relationships Between Corruption, Investments and Economic Growth in GCC Countries." SAGE Open 11, no. 4 (2021): 215824402110544. http://dx.doi.org/10.1177/21582440211054425.

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This paper investigates the impact of corruption on economic growth and investments in the Gulf Cooperation Council countries over the period 2003 to 2016 using the panel vector error correction model and the panel fully modified ordinary least squares method developed by Pedroni. We find that there is at least one cointegration relationship between the variables. The results of Granger causality tests indicate that corruption does not cause economic growth, foreign and domestic investments in the short run. Moreover, we find that there is strong long run unidirectional causality running from

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AYIBATIN, Didier, and Alastaire Sèna ALINSATO. "Infrastructures et industrialisation : Evidence des pays de l’UEMOA." Revue d’Economie Théorique et Appliquée 14, no. 1 (2024): 41–60. https://doi.org/10.62519/reta.v14n1a3.

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Résumé : La croissance du produit intérieur brut et du revenu par habitant des citoyens d’une économie impose de stimuler son industrialisation dans laquelle les infrastructures peuvent jouer un rôle important. Cet article évalue les effets de long terme des infrastructures sur l’industrialisation dans l’espace UEMOA avec des données de panel couvrant la période 2005 à 2021. A l’aide de la méthode de Fully Modified Ordinary Least Square (FMOLS) couplée à celle de Dynamics Ordinary Least Squares (DOLS), les résultats montrent qu’il y a une relation de long terme positive entre les infrastructur

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Bayoud, Sara, Nabil Sifouh, and Mohamed Chemlal. "Determinants of Financial Moroccan Banks Performance: Approach by the Cointegration Method." Mediterranean Journal of Social Sciences 9, no. 4 (2018): 141–48. http://dx.doi.org/10.2478/mjss-2018-0123.

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Abstract The purpose of this paper is to test the long-term relationship between banks financial performance and two groups of variables, internal variables specific to the bank, and exogenous macroeconomic variables. To appreciate this long-term relationship, we applied the Fully Modified Ordinary Least Squares FMOLS method as a technique for estimation cointegrated panel data. Over a period of 26 semesters (2004 to 2016), our results show that a set of internal variables explains the financial performance of banks. As for external factors, economic growth explains this performance, while inf

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Sarkodie, Samuel Asumadu, Emmanuel Ackom, Festus Victor Bekun, and Phebe Asantewaa Owusu. "Energy–Climate–Economy–Population Nexus: An Empirical Analysis in Kenya, Senegal, and Eswatini." Sustainability 12, no. 15 (2020): 6202. http://dx.doi.org/10.3390/su12156202.

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Motivated by the Sustainable Development Goals (SDGs) and its impact by 2030, this study examines the relationship between energy consumption (SDG 7), climate (SDG 13), economic growth and population in Kenya, Senegal and Eswatini. We employ a Kernel Regularized Least Squares (KRLS) machine learning technique and econometric methods such as Dynamic Ordinary Least Squares (DOLS), Fully Modified Ordinary Least Squares (FMOLS) regression, the Mean-Group (MG) and Pooled Mean-Group (PMG) estimation models. The econometric techniques confirm the Environmental Kuznets Curve (EKC) hypothesis between i

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11

Tsaurai, Kunofiwa. "Role of financial sector development in foreign direct investment inflows in BRICS." Investment Management and Financial Innovations 19, no. 3 (2022): 215–28. http://dx.doi.org/10.21511/imfi.19(3).2022.18.

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This study examined the influence of financial sector development on FDI inflows in BRICS using panel data (1991–2020) analysis methods. The influence of the complementarity between the financial sector and human capital development on FDI inflows was also examined in the context of BRICS using the same data set and econometric methodologies. The advantage of this study is that the results are used as a basis by BRICS countries to develop financial sector development policies that attract significant FDI inflows. Financial sector development (model 2 and 3 of the pooled ordinary least squares

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Liko, Elida. "Institutional quality and economic growth: Evidence from developing countries." Journal of Governance and Regulation 13, no. 2, special issue (2024): 395–402. http://dx.doi.org/10.22495/jgrv13i2siart15.

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This research aims to study the role of institutions in promoting employment and economic growth for a sample of eight Balkan countries over the period 2000–2022. Based on the cointegration technique by Pedroni (2004), fully modified ordinary least squares (FMOLS) and the dynamic ordinary least squares (DOLS) method by Kao and Chiang (2001) determined the potential long-run relationship between variables. The results suggest the existence of a positive and significant relationship between institutions and economic growth. We also found that education supported growth, and unemployment has rest

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13

Omer, Halmat, and Murad Bein. "Does the Moderating Role of Financial Development on Energy Utilization Contributes to Environmental Sustainability in GCC Economies?" Energies 15, no. 13 (2022): 4663. http://dx.doi.org/10.3390/en15134663.

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This present research examined the association among carbon emissions, financial development, economic growth, natural resources, and energy usage in GCC nations within the environmental Kuznets curve framework by applying the datasets between 1995 and 2019. It used some empirical approaches, including second-generation unit roots and cointegration methods and method of moments quantile regression (MMQR). We detected a cointegrating interconnection between carbon emissions and financial development, energy usage, economic growth, natural resources, and squared of economic growth in the long te

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Han, Liang, Feng Liu, and Li Zhang. "An Improved Sub-Model PLSR Quantitative Analysis Method Based on SVM Classifier for ChemCam Laser-Induced Breakdown Spectroscopy." Symmetry 13, no. 2 (2021): 319. http://dx.doi.org/10.3390/sym13020319.

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Laser-induced breakdown spectroscopy (LIBS) is a powerful tool for qualitative and quantitative analysis. Component analysis is a significant issue for the LIBS instrument onboard the Mars Science Laboratory (MSL) rover Curiosity ChemCam and SuperCam on the Mars 2020 rover. The partial least squares (PLS) sub-model strategy is one of the outstanding multivariate analysis methods for calibration modeling, which is firstly developed by the ChemCam science team. We innovatively used a support vector machine (SVM) classifier to select the corresponding sub-model. Then conventional regression appro

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Ky, Sereyvath, and Siphat Lim. "Examination of Banks' Performance and Intellectual Capital in Cambodia: Utilizing FMOLS and DOLS Methods." Journal of Ecohumanism 3, no. 3 (2024): 885–96. http://dx.doi.org/10.62754/joe.v3i3.3425.

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In order to address the potential presence of serial correlation and heteroscedasticity in static panel data models such as Pooled Ordinary Least Square (Pooled OLS), Fixed Effect (FE), and Random Effect (RE) models, the study employed Panel Fully Modified Ordinary Least Squares (FMOLS) and Panel Dynamic Ordinary Least Squares (DOLS) methodologies to evaluate the influence of value-added capital and its specific components - human capital, structural capital, and capital employed - on the performance of banks in Cambodia. The results of the research revealed that intellectual capital significa

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Azimah Abdul Rahim, Nur, Nor Azura Md. Ghani, Norazan Mohamed, Hishamuddin Hashim, and Ismail Musirin. "The Application of Modified Least Trimmed Squares with Genetic Algorithms Method in Face Recognition." Indonesian Journal of Electrical Engineering and Computer Science 8, no. 1 (2017): 154. http://dx.doi.org/10.11591/ijeecs.v8.i1.pp154-158.

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Severely occluded face images are the main problem in low performance of face recognition algorithms. In this paper, we apply a new algorithm, a modified version of the least trimmed squares (LTS) with a genetic algorithms introduce by <!--[if supportFields]><i><span style='font-size:9.0pt;font-family:"Arial","sans-serif";mso-fareast-font-family: "Times New Roman";color:black;mso-ansi-language:EN-US;mso-fareast-language: EN-US;mso-bidi-language:AR-SA'><span style='mso-element:field-begin'></span><span style='mso-spacerun:yes'> </sp

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17

EL, AIDA Kawtar, and Ithri FETTAHI. "The Non-Observed Economy in Morocco: Estimation and Analysis Using the Currency Demand Approach." African Scientific Journal Vol 3, N° 4 (2021): 099. https://doi.org/10.5281/zenodo.5597071.

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<strong>Abstract </strong> This study estimates the size of the non-observed economy (NOE) in Morocco and analyzes its evolution over the period 1977 - 2019. We estimate a currency demand function following Tanzi’s (1980; 1983) Currency Demand Method. We take into consideration the difference in money velocities between the formal and informal sectors using the Ahumada et al.’s (2006) correction. We also adopt the fully modified least squares (FM-OLS) in order to tackle the series’ cointegration and to circumvent the serial autocorrelation issues. In terms of epistemological

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18

Işik, Sefa, and Fatih Cemil ÖZBUĞDAY. "The impact of agricultural input costs on food prices in Turkey: A case study." Agricultural Economics (Zemědělská ekonomika) 67, No. 3 (2021): 101–10. http://dx.doi.org/10.17221/260/2020-agricecon.

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Food price inflation has been a significant subject of debate in Turkey since food prices soared in 2018. The study examines the linkage between agricultural input prices and food prices in Turkey by using quantitative method approaches with the monthly data spanning from 2015-M01 to 2020-M01. A co-integration analysis is performed using the autoregressive-distributed lag (ARDL) bounds test approach and Maki co-integration test with structural breaks. Additionally, the fully modified ordinary least square (FMOLS), dynamic ordinary least squares (DOLS), and canonical co-integrating regression (

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19

Kola Benson, Ajeigbe, and Ganda Fortune. "Sensitivity analysis of the impact of Covid-19 on corporate sustainability and company performance." International Journal of Research in Business and Social Science (2147- 4478) 11, no. 3 (2022): 16–26. http://dx.doi.org/10.20525/ijrbs.v11i3.1704.

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The study examined the sensitivity analysis of the impact of Covid-19 on Corporate Sustainability and Company Performance of South African listed companies. The study employed secondary data retrieved from the annual reports of the selected companies. Stakeholder Theory and the Traditional Theory of Economics and Finance from the theoretical foundation of this study. Data retrieved from 40 companies for the period 2010 -2021 was analyzed using panel fully modified ordinary least squares (FMOLS) and dynamic ordinary least square (DOLS) methods, representing all sectors with the help of a conven

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20

Tan, Chai-Thing, Azali Mohamed, Muzafar Shah Habibullah, and Lee Chin. "The Impacts of Monetary and Fiscal Policies on Economic Growth in Malaysia, Singapore and Thailand." South Asian Journal of Macroeconomics and Public Finance 9, no. 1 (2020): 114–30. http://dx.doi.org/10.1177/2277978720906066.

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This article analyses the impact of monetary and fiscal policies on economic growth in Malaysia, Singapore and Thailand from 1980:Q1 to 2017:Q1. Autoregressive distributed lag (ARDL) approach is employed to determine the long-run relationship. Further, a range of econometric models, such as fully modified least squares method (FMOLS), canonical cointegration regression (CCR) and dynamic ordinary least squares method (DOLS), are applied to check the robustness. The results are stable and robust as all the models yield consistency result. The main findings in this study demonstrate that: (a) int

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21

Ojekemi, Opeoluwa Seun, Mehmet Ağa, and Cosimo Magazzino. "Towards Achieving Sustainability in the BRICS Economies: The Role of Renewable Energy Consumption and Economic Risk." Energies 16, no. 14 (2023): 5287. http://dx.doi.org/10.3390/en16145287.

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In this study, the focus is on examining the influence of renewable energy consumption, economic risk, and financial risk on the load capacity factor (LF) within the BRICS countries. The analysis covers the time span from 1990 to 2019. The empirical strategy uses the Method of Moments Quantile Regression (MMQR) and long-run estimators (Fixed Effects Ordinary Least Squares, FE-OLS; Dynamic Ordinary Least Squares, DOLS; and Fully Modified Ordinary Least Squares, FMOLS). The findings highlight the presence of a cointegrating relationship. Moreover, fossil fuels and economic growth cause LF to dec

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Opeoluwa, seun Ojekemi, Aga Mehmet, and Magazzino Cosimo. "Towards Achieving COP-27 Goals in the BRICS Economies: The role of Renewable Energy Consumption and Economic Risk." Energies 16, no. 14 (2023): 5287. https://doi.org/10.3390/en16145287.

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In this study, the focus is on examining the influence of renewable energy consumption, economic risk, and financial risk on the load capacity factor (LF) within the BRICS countries. The analysis covers the time span from 1990 to 2019. The empirical strategy uses the Method of Moments Quantile Regression (MMQR) and long-run estimators (Fixed Effects Ordinary Least Squares, FE-OLS; Dynamic Ordinary Least Squares, DOLS; and Fully Modified Ordinary Least Squares, FMOLS). The findings highlight the presence of a cointegrating relationship. Moreover, fossil fuels and economic growth cause LF to dec

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23

Doğan, Nezahat. "ANALYZING BOX OFFICE REVENUES OF UNITED STATES BY USING LONG RUN REGRESSION EQUATIONS." Uluslararası Sosyal Bilimler ve Sanat Araştırmaları 2, no. 2 (2025): 40–54. https://doi.org/10.32955/neuissar2023221052.

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This study analyzes the determinants of box office revenues by using four different cointegration reg-ression models (Fully Modified Ordinary Least Squares, Dynamic Ordinary Least Squares, Canonical Cointegrating Regression, and Autoregressive Distributed Lag) to provide macroeconomics framework. The data covers the years from 1980 to 2021 for the case of United States and uses income per capita, inflation, employment, population at cities, and number of movie tickets sold as determinants of box office revenues. The results of all regression methods indicate that box office revenue is positive

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Mr., Wisam Adnan Samarah. "The Effect of Governance on Economic Growth in Palestine." Journal of Al-Quds Open University for Administrative & Economic Research 3, no. 9 (2018): 11–23. https://doi.org/10.5281/zenodo.1405446.

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The purpose of this paper is to examine the relationship between governance and economic growth in Palestine.  The importance of this topic is to shed light on the crucial and vital role that the governance plays in the growth of the Palestinian economy.  This paper will prove mathematically that economic growth is a function of governance.  An econometric model was developed to prove this relationship empirically.  Moreover, a time series analysis was performed to evaluate the effect of each of the six governance indicators on economic growth in Palestine.  The data w

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To, Anh Hoang, and Duc Hong Vo. "The Balanced Energy Mix for Achieving Environmental and Economic Goals in the Long Run." Energies 13, no. 15 (2020): 3850. http://dx.doi.org/10.3390/en13153850.

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In this paper, we seek to find a balanced structure of energy sources that can simultaneously achieve two essential goals: (i) the environmental (degradation) goal and (ii) the economic (growth) goal. This study combines quantitative and qualitative methods to estimate and then rank each of the energy sources (including coal, gas, oil, hydropower, and renewable energy) to achieve the above two goals. This paper uses the weighted scoring method, the most popular method in multi-criteria decision-making techniques, to combine the rankings using five energy sources and two goals from panel data o

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Tsaurai, Kunofiwa. "Foreign direct investment, human capital, and financial development in emerging markets." Asian Economic and Financial Review 15, no. 5 (2025): 728–39. https://doi.org/10.55493/5002.v15i5.5390.

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This study examined the influence of FDI on human capital development in emerging markets. It also explored the role of financial development in FDI-led human capital development in emerging markets. The study used the dynamic generalized methods of moments (GMM) and fully modified ordinary least squares (FMOLS). It also utilized panel data ranging from 2004 to 2019. Models 2 and 3 of FMOLS (fully modified ordinary least squares) indicate a significant enhancing impact of FDI on the development of human capital, while model 1 of FMOLS and all three models of the dynamic GMM (generalized method

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27

Dogru, Tarik, and Ercan Sirakaya-Turk. "Modeling Turkish outbound tourism demand using a dynamic panel data approach." Tourism and Hospitality Research 18, no. 4 (2016): 411–14. http://dx.doi.org/10.1177/1467358416663822.

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The purpose of this study is to model and empirically test outbound tourism demand of Turkish travel market. For this purpose, panel cointegration tests and panel fully modified ordinary least squares method, which produces asymptotically unbiased and normally distributed coefficient estimates, are employed for 12 Turkish travel markets. The results indicate that there is a cointegration relation in the model, and income, relative price, and word of mouth are significant determinants affecting outbound tourism demand of Turkey for the 12 destinations. Managerial implications are discussed.

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Phillips, Peter C. B. "Robust Nonstationary Regression." Econometric Theory 11, no. 5 (1995): 912–51. http://dx.doi.org/10.1017/s0266466600009920.

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This paper provides a robust statistical approach to nonstationary time series regression and inference. Fully modified extensions of traditional robust statistical procedures are developed that allow for endogeneities in the nonstationary regressors and serial dependence in the shocks that drive the regressors and the errors that appear in the equation being estimated. The suggested estimators involve semiparametric corrections to accommodate these possibilities, and they belong to the same family as the fully modified least-squares (FM-OLS) estimator of Phillips and Hansen (1990, Review of E

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Strydom, Kariena, Joseph Olorunfemi Akande, and Abiola John Asaleye. "The Quest for Female Economic Empowerment in Sub-Saharan African Countries: Implications on Gender-Based Violence." Journal of Risk and Financial Management 17, no. 2 (2024): 51. http://dx.doi.org/10.3390/jrfm17020051.

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Recent empirical literature has focused on the social aspect of gender-based violence regarding domestic violence and physical abuse while the implications of economic empowerment in an attempt to reduce gender-based violence remain under-researched. This study investigated the connection between female economic empowerment and factors that could reduce gender-based violence in sub-Saharan African countries. We used the panel fully modified least squares estimation method to investigate the long-run implications. The gender inequality index, the female genital mutilation prevalence, and the nu

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Ekanayake, E. M., and Amila Dissanayake. "Effects of Real Exchange Rate Volatility on Trade: Empirical Analysis of the United States Exports to BRICS." Journal of Risk and Financial Management 15, no. 2 (2022): 73. http://dx.doi.org/10.3390/jrfm15020073.

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This paper analyzes the effects of real exchange rate volatility on the United States’ exports to BRICS. It focuses on the top 20 export products (defined by the 2-digit Harmonized System codes) from the United States to Brazil, Russia, India, China, and South Africa, and uses quarterly data for period from 1993Q1 to 2021Q2. The specified panel regression model was first estimated using three estimation methods, namely, the Panel Least Squares, the Panel Fully Modified Least Squares (FMOLS), and Panel Dynamic Least Squares (DOLS). In addition, to estimate the short-run and long-run effects of

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Haug, Alfred A. "TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES." Econometric Theory 18, no. 2 (2002): 505–24. http://dx.doi.org/10.1017/s0266466602182119.

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The Wald test for linear restrictions on cointegrating vectors is compared in finite samples using the Monte Carlo method. The Wald test is calculated within the vector error-correction based estimation methods of Bewley, Orden, Yang, and Fisher (1994, Journal of Econometrics 64, 3–27) and of Johansen (1991, Econometrica 59, 1551–1580), the canonical cointegration method of Park (1992, Econometrica 60, 119–143), the dynamic ordinary least squares method of Phillips and Loretan (1991, Review of Economic Studies 58, 407–436), Saikkonen (1991, Econometric Theory 7, 1–21), and Stock and Watson (19

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Batrancea, Larissa M., Anca Nichita, Horia Tulai, Mircea-Iosif Rus, and Ema Speranta Masca. "Fueling economies through credit and industrial activities. A way of financing sustainable economic development in Brazil." Green Finance 7, no. 1 (2025): 24–39. https://doi.org/10.3934/gf.20250002.

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<p>As an emerging country preoccupied with preserving its resources for the future, Brazil aims to find the right balance between economic advancement and sustainability goals. In this context, we tackled the link between sustainable economic development and macroeconomic indicators related to domestic credit granted to the private sector, CO<sub>2</sub> emissions from industries, and annual inflation rate. By means of time series data analysis run for the period 1996‒2022 via three estimation methods (i.e., least squares, fully modified least squares, dynamic least squares),

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Gakpa, Lewis-Landry, and Hugues Kouassi Kouadio. "Effect of Foreign Direct Investment on Energy consumption: Does Institutional Quality matter? Evidence from Cote d'Ivoire." International Journal of Energy Economics and Policy 12, no. 1 (2022): 453–59. http://dx.doi.org/10.32479/ijeep.11907.

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This paper examines the role played by institutional quality in the relationship between foreign direct investment and energy consumption in CÃ´te d'Ivoire. Using data from the World Bank and International Country Risk Guid over the period 1984-2014 and the Dynamic Ordinary Least Squares (DOLS) and Fully Modified Ordinary Least Squares (FMOLS) methods, we account for the joint effects of institutional quality and foreign direct investment on energy consumption. The results reveal that a high level of democracy attenuates the negative effects of FDI flows on energy consumption. This result show

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Rahman, Mohammad Mafizur, Istihak Rayhan, and Nahid Sultana. "How Does Electricity Affect Economic Growth? Examining the Role of Government Policy to Selected Four South Asian Countries." Energies 16, no. 3 (2023): 1417. http://dx.doi.org/10.3390/en16031417.

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Electricity consumption and government policy are two vital elements for economic growth. Thus, this study explores the roles of electricity use and government policy in the economic growth of the selected four South Asian countries over the period from 1980 to 2014. The study includes the government policy variable in the extended Cobb–Douglas production function of the electricity driven growth model, which was absent in earlier studies. The pooled mean group-based panel autoregressive distributed lag (P-ARDL) method is used for empirical investigation, while fully modified ordinary least sq

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Koçak, Emrah, and Nısfet Uzay. "The effect of financial development on income inequality in Turkey: An estimate of the Greenwood-Jovanovic hypothesis." Review of Economic Perspectives 19, no. 4 (2019): 319–44. http://dx.doi.org/10.2478/revecp-2019-0017.

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Abstract This paper is the first to examine the linear and nonlinear effect of financial development on income inequality in Turkey over the period of 1980-2013. Financial development is represented by disaggregated and aggregated indicators. In this way, the effects of various financial indicators on income inequality are explained. Maki (2012) structural breaks co-integration test, and Stock and Watson (1993) dynamic ordinary least squares (DOLS) methods are followed for empirical analysis. Finally, the fully modified least squares (FM-OLS) regression analysis method developed by Philips and

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Nazir, Marina, Minhas Akbar, Irem Batool, and Ammar Hussain. "Is tourism an accelerator of economic growth? Evidence from South Asian region." Acta Oeconomica 72, no. 4 (2022): 553–70. http://dx.doi.org/10.1556/032.2022.00035.

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AbstractThe present study aims to investigate the impact of tourism on the economic growth of the South Asian region. By employing panel data of six South Asian economies spanning from 1998 to 2017, our empirical investigation relies upon the panel cointegration and Fully Modified Ordinary Least Squares (FMOLS) techniques. Consistent with the “Tourism Led Growth Hypothesis”, the results prove a significant positive and long-run association between tourism and economic growth. The novelty of our study is the presentation of two models which confirm that tourism is an independent accelerator of

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Chang, Yoosoon, and Peter C. B. Phillips. "Time Series Regression with Mixtures of Integrated Processes." Econometric Theory 11, no. 5 (1995): 1033–94. http://dx.doi.org/10.1017/s0266466600009968.

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The paper develops a statistical theory for regressions with integrated regressors of unknown order and unknown cointegrating dimension. In practice, we are often unsure whether unit roots or cointegration is present in time series data, and we are also uncertain about the order of integration in some cases. This paper addresses issues of estimation and inference in cases of such uncertainty. Phillips (1995, Econometrica 63, 1023–1078) developed a theory for time series regressions with an unknown mixture of 1(0) and 1(1) variables and established that the method of fully modified ordinary lea

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Olaoye, Olugbenga, and Risikat O. S. Dauda. "Energy Use, Financial Development and Pollution in Selected African Countries." Journal of Economic Impact 4, no. 3 (2022): 188–95. http://dx.doi.org/10.52223/jei4032205.

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The consequences of environmental pollution on human life have continued to exacerbate in recent times, especially in African countries. This has spurred research interest among researchers to find out how nations can keep carbon emissions in check. In this regard, this study focuses on some selected African countries between 1981 and 2019 to investigate the effect of energy use, financial development and carbon emission. The study employs the Fully Modified Ordinary Least Squares (FMOLS) and Dynamic Ordinary Least Squares (DOLS) based on the framework of the co-integration regression method t

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Liu, Xiaohong, and Meiwen Zhang. "The Impact of Market Integration on Renewable Energy Technology Innovation: Evidence from China." Sustainability 14, no. 21 (2022): 13778. http://dx.doi.org/10.3390/su142113778.

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China is vigorously building a unified domestic market, with priority given to regional market integration while maintaining a national unified market. Limited research has been conducted on whether market integration affects renewable energy technology innovation (RETI). This paper empirically studies this topic based on panel data of 30 Chinese provinces from 2004 to 2020 using FMOLS (Fully Modified Ordinary Least Squares), DOLS (Dynamic Least Squares method), and FGLS (Feasible Generalized Least Squares). Research results have been verified by robustness tests. The main conclusions are as f

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Abdel-Baki, Monal. "An empirical investigation of the role of the Egyptian banking sector in attenuating the virulence of financial crises." Corporate Ownership and Control 7, no. 4 (2010): 14–24. http://dx.doi.org/10.22495/cocv7i4sip3.

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The aim of this paper is to compare the relative efficacy of Egyptian public, private and foreign banks in alleviating adverse macroeconomic meltdowns inflicted by financial crises by employing the Pedroni Fully Modified Ordinary Least Squares (FMOLS) method. The research contrasts two financial reforms: the liberalization phase of 1991-2003 to the Banking Reform Plan (2004-2009). The results of the study reveal that financial reforms have rendered foreign and domestic private banks more efficient in enhancing credit flow to the real sector, whilst making state-owned banks more successful in m

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Solarin, Sakiru Adebola. "The Role of Urbanisation in the Economic Development Process: Evidence from Nigeria." Margin: The Journal of Applied Economic Research 11, no. 3 (2017): 223–55. http://dx.doi.org/10.1177/0973801017703512.

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The aim of this article is to investigate the relationship between urbanisation and economic growth, while controlling for the agricultural sector, industrial development and government expenditure in Nigeria. The autoregressive distributed lag (ARDL) approach to cointegration is applied to examine the long-run relationship between the variables over the period 1961–2012. In the process of estimating the long-run coefficients, the ARDL method is augmented with a fully modified ordinary least squares (FMOLS) estimator and a dynamic ordinary least squares (DOLS) estimator. The direction of causa

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Chandio, Abbas Ali, Amir Ali Mirani, and Rashid Usman Shar. "Does agricultural sector foreign direct investment promote economic growth of Pakistan? Evidence from cointegration and causality analysis." World Journal of Science, Technology and Sustainable Development 16, no. 4 (2019): 196–207. http://dx.doi.org/10.1108/wjstsd-05-2019-0025.

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Purpose The purpose of this paper is to examine the linkage between agricultural sector foreign direct investment (FDI) and economic growth in Pakistan over the period from 1991 to 2013. Design/methodology/approach In this study, the stationary analysis is performed by using Phillips–Perron and Dickey–Fuller generalized least squares unit root tests and Johansen cointegration technique to determine the long-run linkage among the studied variables. The robustness of long-run linkage is checked by employing autoregressive distributed lag (ARDL) approach, dynamic ordinary least squares (DOLS), fu

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Ringga, Edi Saputra, Iffah Hafizah, Ghifari Maulana Idroes, et al. "Long-Term Impact of Dirty and Clean Energy on Indonesia’s Economic Growth: Before and During the COVID-19 Pandemic." Grimsa Journal of Business and Economics Studies 2, no. 1 (2024): 66–76. https://doi.org/10.61975/gjbes.v2i1.49.

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Dirty (non-renewable) energy, considered environmentally harmful due to greenhouse gas emissions, is contrasted with clean (renewable) energy, which is believed to have positive ecological impacts that can boost economic growth in the long term. This study analyzes the long-term effects of electricity generation from both dirty and clean energy sources on economic growth in Indonesia, using data from two periods: before the COVID-19 pandemic (2000–2019) and the full period including the COVID-19 pandemic (2000–2022). Empirical findings from Fully Modified Ordinary Least Squares (FMOLS) and Dyn

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Idroes, Ghalieb Mutig, Irsan Hardi, Muhammad Nasir, Eddy Gunawan, Putri Maulidar, and Ar Razy Ridha Maulana. "Natural Disasters and Economic Growth in Indonesia." Ekonomikalia Journal of Economics 1, no. 1 (2023): 33–39. http://dx.doi.org/10.60084/eje.v1i1.55.

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This research examines the relationship between natural disasters and economic growth in Indonesia. The study utilizes secondary data spanning from 1990 to 2021 and employs a dynamic approach utilizing the Fully-Modified Ordinary Least Squares (FMOLS), Dynamic Ordinary Least Squares (DOLS), and Canonical Co-Integrating Regression (CCR) methods, as well as a causal approach utilizing the Vector Error Correction Model (VECM) method. The findings provide insights into the relationship between natural disasters and economic growth in Indonesia, highlighting the significant long-term impact of natu

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Garashchenko, Aleksandr. "Methods for Auroral Oval Segmentation in Images (Part 1)." System Analysis & Mathematical Modeling 6, no. 2 (2024): 179–97. https://doi.org/10.17150/2713-1734.2024.6(2).179-197.

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The paper provides an overview of studies conducted between 2007 and 2014 on auroral oval segmentation in images. Full sky maps and ultraviolet images were used as input data. The following methods were considered: a modified version of the contour-label isolation map algorithm, the linear least squares randomized Hough transform (LLS-RHT) method, methods based on pulse-coupled neural network (PCNN), k-means histograms, adaptive minimum thresholding errors (AMET), fuzzy local information c-means (FLICM) clustering algorithm, level setting method with shape initialization and intensity adaptati

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Hardi, Irsan, Ghalieb Mutig Idroes, Resty Tamara Utami, et al. "Dynamic Impact of Inflation and Exchange Rate in Indonesia's Top 10 Market Capitalization Companies: Implications for Stock Prices." Indatu Journal of Management and Accounting 1, no. 2 (2023): 51–59. http://dx.doi.org/10.60084/ijma.v1i2.110.

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Macroeconomic factors are widely believed to have a crucial role in affecting a company's financial health and, ultimately, its stock price. The study addresses this important issue by investigating the long-term impact of inflation and exchange rates on firm stock prices. This study adopts both panel and cross-firm modeling, along with a dynamic approach, which no prior study has ever conducted in Indonesia’s top 10 market capitalization companies. It utilizes monthly data spanning from September 2008 to August 2023. To generate insights into long-term effects, the study applies the Dynamic O

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AYADI, Folorunso Sunday. "Oil Subsidy, Economic Growth and Environmental Concerns in the Brics Countries." Caleb Journal of Social and Management Science 07, no. 01 (2022): 8–29. http://dx.doi.org/10.26772/cjsms2022070101.

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This research examined the relationship existing between subsidies, economic growth and environmental performance and also tested empirically; the existence or otherwise of Environmental Kuznets Curve (EKC) in four of the BRICS’ countries using the method of Panel Least Squares and Fully Modified Least Squares (FMOLS). The data for this study spanned from 1990 to 2018. The study found among others; the non-significant EKC for the BRICS countries analysed. Trade openness did not increase economic growth of the BRICS significantly, but it significantly fuelled emissions. Capital formation howeve

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Ntim-Amo, Gideon, Yin Qi, Ernest Ankrah-Kwarko, et al. "Investigating the validity of the agricultural-induced environmental Kuznets curve (EKC) hypothesis for Ghana: evidence from an autoregressive distributed lag (ARDL) approach with a structural break." Management of Environmental Quality: An International Journal 33, no. 2 (2021): 494–526. http://dx.doi.org/10.1108/meq-05-2021-0109.

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PurposeThe purpose of this research is to examine the validity of the agriculture-induced environmental Kuznets curve (EKC) hypothesis with evidence from an autoregressive distributed lag (ARDL) approach with a structural break including real income and energy consumption in the model for Ghana over the period 1980–2014.Design/methodology/approachThe ARDL approach with a structural break was used to analyze the agriculture-induced EKC model which has not been studied in Ghana. The dynamic ordinary least squares (DOLS), canonical cointegration regression (CCR) and fully modified ordinary least

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Neffati, Mohamed. "Economic Growth in the Digital Era: Limits and Benefits of Globalization and Digital Transformation in KSA." Sustainability 17, no. 9 (2025): 3893. https://doi.org/10.3390/su17093893.

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Within the modern perspective of globalization, digitalization may be perceived as a key driver of technological development, a factor strongly affecting economic efficiency and the growth of Gross Domestic Product (GDP). However, this assumption still requires deeper empirical confirmation in developing nations whose economies depend on oil revenues. This paper investigates the causal and cointegration relationship between socioeconomic globalization, digitalization, and its impact on economic growth, using the kingdom of Saudi Arabia (KSA) as a specific case of global economic transformation

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Donkor, Abraham, Revelino Garcia, Susan Arkah, Sabina Ampon-Wireko, James Antwi, and Emmanuel Kwang. "Empirical evidence from a few selected emerging economies on the impact of governance and health spending on health outcomes." Journal of Ideas in Health 6, no. 3 (2023): 920–30. http://dx.doi.org/10.47108/jidhealth.vol6.iss3.297.

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Background: Adverse effects of weak governance on health, is a serious policy subject matter for policymakers, health experts, and researchers. Therefore, this study examines the effect of governance and health expenditure on under-five and adult mortality in emerging economies between 2000 and 2016. Methods: Employing data from World Bank World Development Indicators, the study applied panel procedures namely cross-sectional dependence test, Westerlund cointegration, and cross-section augmented Dickey-Fuller (CADF) panel unit root test that can deal with the effects of cross-sections in the s

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