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zadetkov: 7
1.
  • Assessing symmetric price t... Assessing symmetric price transmission by using threshold cointegration in Iranian egg market
    Aghabeygi, Mona; Antonioli, Federico; Arfini, Filippo British food journal (1966), 06/2021, Letnik: 123, Številka: 6
    Journal Article
    Recenzirano

    PurposeEggs bear an essential role in Iranian diet, primarily for their protein content. The egg production strictly depends on the price of inputs, that is corn used for poultry feeding. The upsurge ...
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2.
  • Nonlinear behaviour of the ... Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests
    Qian, Xi-Yuan; Song, Fu-Tie; Zhou, Wei-Xing Physica A, 01/2008, Letnik: 387, Številka: 2
    Journal Article
    Recenzirano
    Odprti dostop

    We have investigated the behaviour of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model ...
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3.
  • Revisiting Purchasing Power... Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
    Tiwari, Aviral Kumar; Shahbaz, Muhammad Economic change and restructuring, 05/2014, Letnik: 47, Številka: 2
    Journal Article
    Recenzirano

    This study examines the Purchasing Power Parity (PPP) hypothesis in case of India for her five major trading partners over the period of 1991M 1 –2009M 2 . The study used the DF-GLS unit root test ...
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4.
  • Efficient Market Hypothesis... Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests
    Phiri, Andrew Managing global transitions, 01/2015, Letnik: 13, Številka: 4
    Journal Article
    Odprti dostop

    This study investigates the weak form efficient market hypothesis (EMH) for five generalized stock indices in the Johannesburg Stock Exchange (JSE) using weekly data collected from 31st January 2000 ...
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5.
  • An empirical investigation ... An empirical investigation of purchasing power parity (PPP) for Turkey
    Alba, Joseph D.; Park, Donghyun Journal of policy modeling, 11/2005, Letnik: 27, Številka: 8
    Journal Article
    Recenzirano

    Whether purchasing power parity (PPP) holds for the German mark (euro)–Turkish lira real exchange rate has significant implications on Turkey's prospects for joining the European Union (EU). As such, ...
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6.
  • Using the Reversible Jump M... Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models
    Nieto, Fabio H.; Zhang, Hanwen; Li, Wen Communications in statistics. Simulation and computation, 20/4/1/, Letnik: 42, Številka: 4
    Journal Article
    Recenzirano

    One way that has been used for identifying and estimating threshold autoregressive (TAR) models for nonlinear time series follows the Markov chain Monte Carlo (MCMC) approach via the Gibbs sampler. ...
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7.
  • Time series modelling of su... Time series modelling of surface pressure data
    Al‐Awadhi, Shafeeqah; Jolliffe, Ian International journal of climatology, 30 March 1998, Letnik: 18, Številka: 4
    Journal Article
    Recenzirano

    In this paper we examine time series modelling of surface pressure data, as measured by a barograph, at Herne Bay, England, during the years 1981–1989. Autoregressive moving average (ARMA) models ...
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zadetkov: 7

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