Showing 1 - 20 results of 39 for search '"Phillips–Perron test"', query time: 1.77s Refine Results
  1. 1
    Output Synchronization in Asia
    by Myeong Hwan Kim
    Published 2013-03-01
    Subjects: “...phillips-perron test...”
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    Article
  2. 2
    Selection of Unit Root Test on the Basis of Time Series Length and Value of AR(1) Parameter
    by Markéta Arltová, Darina Fedorová
    Published 2016-09-01
    Subjects: “...Phillips-Perron test...”
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    Article
  3. 3
    An Empirical Study on the Relationship between Exchange Rate and Oil Price
    by YEN CHUN,WANG, 王燕春
    Published 2007
    “... and Europe. First, I establish empirical model, and apply Augmented Dickey-Fuller test and Phillips-Perron...”
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  4. 4
    Stationarity Testing of Accumulated Ethernet Traffic
    by Zhiping Lu, Ming Li, Wei Zhao
    Published 2013-01-01
    “..., Phillips-Perron test, as well as the Kwiatkowski-Phillips-Schmidt-Shin test and some of its generalizations...”
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    Article
  5. 5
    The relationship between exchange rates and oil prices
    by Jun -Hui Chen, 陳君卉
    Published 2007
    “... empirical model, and apply Augmented Dickey-Fuller test, Phillips-Perron test and Panel unit root tests...”
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  6. 6
    An empirical investigation on the existence of weak form efficiency: The case of Karachi stock exchange
    “... test Augumented Dickey Fuller test, Phillips Perron test are run to check the hypothesis...”
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    Article
  7. 7
    REITs and Financial Variables — An Empirical Study in United States
    by Feng-Ju Tsai, 蔡豐如
    Published 2008
    “... over the period 1980-2007. In the research, Augment Dickey-Fuller test, Phillips-Perron test...”
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  8. 8
    An Analysis of the Relationship between the Oil Price and the Steel Price Index
    by Su-Chiung Chang, 張素烱
    Published 2011
    “... and analyzing, the results of this research are as follows: (1) By Phillips-Perron-test inspection shows...”
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  9. 9
    The Study on the House Prices of Taiwan Metropolitan Areas from Economic and Population Factors
    by LIAO, JIAN-ZH, 廖建智
    Published 2017
    “... in Taipei、Taichung and Kaohsiung. We use ADF test、 Phillips-Perron test、 Johansen cointegration test、VECM...”
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  10. 10
    The Impact of Energy Production, Consumption and Import on the Budgetary Energy Requirement of Indonesia
    “... requirement from 1990 to 2015. The ARDL, Augmented Dickey-Fuller and Phillips–Perron test have been executed...”
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    Article
  11. 11
    Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis
    by Muhammad Irfan Malik, Atiq-ur-Rehman
    Published 2015-09-01
    “... and Phillips Perron test. Ng and Perron claim that the test performs exceptionally well especially...”
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    Article
  12. 12
    Bayesian Unit Root Test – Application for Exchange Rate Market
    by Siang-kai Liao, 廖祥凱
    Published 2008
    “..., such as Dickey-Fuller and Phillips-Perron test. To take those defects into consideration, this paper tends...”
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  13. 13
    Relationship between Major Developed Equity Markets and Major Frontier Equity Markets of World
    “... dickey fuller (ADF), Phillips Perron test, Johanson and Jelseluis test of co-integration, Granger...”
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    Article
  14. 14
    The Empirical Evidence for Trading Money Demand Function of Taiwan-Stochastic Cointegration
    by Yi-feng Fang, 方怡丰
    Published 2005
    “... by using Augmented Dickey-Fuller test (ADF test) , Phillips-Perron test (PP test) , and Ng-Perron (NP test...”
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  15. 15
    The relationship between oil price and quantity of waste
    by Ju-Feng Fan, 范薷丰
    Published 2018
    “... first apply Phillips-Perron test for unit root to make sure all variables are stationary, then we...”
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  16. 16
    Currency Substitution：Empirical Investigation Of Taiwan
    by Hui-Chuan Yeh, 葉惠娟
    Published 2007
    “... adjustment processes of these variables. Application of the Augmented Dickey-Fuller test and Phillips-Perron...”
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  17. 17
    Causal Relationship between the Stock Market and Exchange Rate in Ukraine
    by Blahun Ivan I.
    Published 2019-03-01
    “... Dicky–Fuller test and the Phillips–Perron test has allowed to determine that these series are non...”
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    Article
  18. 18
    Evolution of low flows in Czechia revisited
    by O. Ledvinka, O. Ledvinka
    Published 2015-06-01
    “... the Phillips–Perron test and the Kwiatkowski–Phillips–Schmidt–Shin test. This analysis was accompanied...”
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    Article
  19. 19
    The Research of Hedge Effectiveness between Four Types of Index Futures in Taiwan by Using OLS Model
    by Jun-Jie Huang, 黃俊傑
    Published 2015
    “... Augmented Dickey-Fuller test and Phillips-Perron test to determine whether the rate of return data...”
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  20. 20
    ARCH ve GARCH Modelleriyle Standard & Poors 500 Endeksinde Rassal Yürüyüş ve Piyasa Etkinliğinin Analizi (Analysis of Random Walk and Market Efficiency in Standard & Poors 500 Index Using ARCH and GARCH Models)
    by Nurgün KOMŞUOĞLU YILMAZ
    Published 2019-09-01
    “... Root Test, Phillips Perron Test and ARMA Test and ARCH and GARCH Model were used in this study...”
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    Article
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