Issues such as seasonality, persistence and trends are examined in the series referring to
the number of UK arrivals and departures using techniques based on fractional integration …

Researchers seldom find evidence of I (2) in exchange rates, prices, and other
macroeconomics time series when they test the order of integration using univariate Dickey …

It is well known that inference on the cointegrating relations in a vector autoregression
(CVAR) is difficult in the presence of a near unit root. The test for a given cointegration vector …

This study is a specific contribution to investigating normalities in prices to a well-established
cointegrated vector autoregressive model (VAR). While the role of prices in computational …

Understanding changes to the mass of the polar ice sheets is of crucial scientific and
socioeconomic importance due to their effect on the wider Earth system and potential to …

This study is a specific contribution to investigating normalities in prices to a wellestablished
cointegrated vector autoregressive model (VAR). While the role of prices in computational …

Le ampie e persistenti oscillazioni del tasso di cambio rispetto al suo valore di equilibrio di
lungo periodo rappresentano un classico enigma della macroeconomia internazionale. Ad …

This paper explores likelihood-based tests for parameter constancy in I (2) cointegrated
vector autoregressive (CVAR) models. A new class of test statistics for parameter stability is …