Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones

Glynn, John; Perera, Nelson; Verma, Reetu

doi:10.46661/revmetodoscuanteconempresa.2065

Cited by 7 publications

(6 citation statements)

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“…These breakpoint dummies made the rape and homicide models stable by changing the constants but not the slopes. As a result, the outcomes become reliable in the estimations [ 48 ].…”

Section: Resultsmentioning

confidence: 99%

“…Foremost, the study checked the order of integration of the series because stationarity of the variables is necessary for stable, unbiased, and consistent results, which are helpful for efficient policy implications [ 47 , 48 ]. The study utilized widely used Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) tests to identify the order of integration of the variables, which is either at level or first-difference [I (0) or I (1)].…”

Section: Methodsmentioning

confidence: 99%

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The impacts of COVID-19 lockdown and post-lockdown on homicide and rape in Bangladesh: A dynamic time series analysis

Hosen

2023

Heliyon

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“…These breakpoint dummies made the rape and homicide models stable by changing the constants but not the slopes. As a result, the outcomes become reliable in the estimations [ 48 ].…”

Section: Resultsmentioning

confidence: 99%

Section: Methodsmentioning

confidence: 99%

The impacts of COVID-19 lockdown and post-lockdown on homicide and rape in Bangladesh: A dynamic time series analysis

Hosen

2023

Heliyon

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“…If the series is not stationary and the first differencing of the series is stationary, then the series contains unit roots. A commonly used method to test for the presence of unit roots is the Augmented Dickey-Fuller (ADF) test (Dickey & A. Fuller, 1979;Dickey & Fuller, 1981;Glynn et al, 2007). Using the null hypothesis test of 𝛼 = 0 (data is not stationary) and the alternative hypothesis 𝛼 < 0 (data is stationary), the ADF test is based on estimating the following regression equation.…”

Section: The Non-seasonal Holt-winters Methodsmentioning

confidence: 99%

The Non-Seasonal Holt-Winters Method for Forecasting Stock Price Returns of Companies Affected by BDS Action

Qur'ani,

Widyaningrum

2024

Mikailalsys J. of Math. and Statistics

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The non-seasonal Holt-Winters method is one of the methods of smoothing theory. This method can be implemented on time series data that does not have a seasonal component. In this study, this method is used to forecast the stock price returns of companies affected by the Boycott, Divestment, and Sanctions (BDS) action. Forecasting gets very good results that can be seen from the MAPE value of modeling the six stocks affiliated with Israel that continue to carry out Zionism against Palestine is not more than 10%. This method can also accommodate the limitations of existing data while still obtaining good forecasting results. In addition, the use of several transformations of stock price returns in this case is very useful in modeling to obtain appropriate error assumptions. The forecasting results of the model formed as a whole follow the trend in the stock price of each company. To produce good forecasting results using this method, it is recommended to do forecasting in the short term. The forecasting results show that of the six company stocks, almost all of them experienced a decrease in stock price returns. Only one stock of PT Map Boga Adiperkasa Tbk has increased. This also illustrates that the BDS action influences on these companies.

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“…Against this backdrop, differencing the data will correct this dilemma. Subsequently, Equation ( 17) is the ADF procedure for estimating unit root following similar submissions by Glynn et al, 2007): 1992) tests for stationarity. The ADF and PP examinations share parallel null-and-alternative hypotheses for unit root.…”

Section: Methodsmentioning

confidence: 99%

Environmental Pollution and Economic Growth Determinants in Foreign Direct Investment Inflows: The Case for Sub-Saharan Sierra Leone

Mansaray

2023

IJARBSS

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The primary objective of the present research was the examination of environmental pollution, economic growth, and supplementary selected macroeconomic elements as determinants of foreign direct investment inflows into Sub-Saharan Sierra Leone for the postconflict period, 2002-2020, and whether the association between the determinants and foreign direct investment is long-term and short-term. The research methodology was quantitative, and the dataset was time series with 76 observations and 10 variables. Using the AR(2) model, the findings indicated the lags of foreign direct investment, gross fixed capital formation, carbon dioxide, trade, and population growth were significant determinants of foreign direct investment inflows. Furthermore, applying the Phillips-Ouliaris cointegration model, the results indicated a statistically significant long-run association between foreign direct investment and, at least, one determinant (Rho = -39.458, Tau = -5.024, p < .05). Additionally, the error correction model (errorECM1) applied to explore the short-run deviation from the long-run had the expected sign, and was statistically significant (βerrorECM1 = -.524, SE = .158, t = -3.31, p = .002), representing a speedy conversion movement to long-run equilibrium of about 52.4% annually. Nonetheless, the research restricted itself to 19 post-conflict years (2002)(2003)(2004)(2005)(2006)(2007)(2008)(2009)(2010)(2011)(2012)(2013)(2014)(2015)(2016)(2017)(2018)(2019)(2020), which may be inadequate to recognize the comprehensive determinant of foreign direct investment inflows. Succeeding studies must embrace additional years, including pre-conflict periods, to recognize the comprehensive determinants of foreign direct investment inflows into Sub-Saharan Sierra Leone.

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Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones

Cited by 7 publications

References 0 publications

The impacts of COVID-19 lockdown and post-lockdown on homicide and rape in Bangladesh: A dynamic time series analysis

The impacts of COVID-19 lockdown and post-lockdown on homicide and rape in Bangladesh: A dynamic time series analysis

The Non-Seasonal Holt-Winters Method for Forecasting Stock Price Returns of Companies Affected by BDS Action

Environmental Pollution and Economic Growth Determinants in Foreign Direct Investment Inflows: The Case for Sub-Saharan Sierra Leone

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