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Energy Policy, ISSN 0301-4215, 2009, Volume 37, Issue 7, pp. 2745 - 2753
Journal Article
Journal of Econometrics, ISSN 0304-4076, 05/2015, Volume 186, Issue 1, pp. 32 - 50
Journal Article
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, ISSN 1939-1404, 04/2013, Volume 6, Issue 2, pp. 638 - 643
This paper introduces Cointegration Theory to address the problem of adaptive target detection in hyperspectral imagery. Cointegration Theory aims at mining a... 
Hyperspectral data | Time series analysis | Noise | Detectors | Object detection | target detector | johansen cointegration test | non-stationary series | Hyperspectral imaging | GEOGRAPHY, PHYSICAL | REMOTE SENSING | ALGORITHM | ANOMALY DETECTION | REPRESENTATION | IMAGING SCIENCE & PHOTOGRAPHIC TECHNOLOGY | ENGINEERING, ELECTRICAL & ELECTRONIC
Journal Article
International Journal of Agricultural and Statistical Sciences, ISSN 0973-1903, 12/2017, Volume 13, Issue 2, pp. 601 - 606
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 12/2019, Volume 48, Issue 23, pp. 5839 - 5849
This paper discusses Johansen's likelihood ratio tests to determine the cointegration rank under local alternative hypotheses in the vector autoregressive... 
local alternative hypotheses | Johansen cointegration rank tests | linear trend | C32 | C12 | drift | Rank tests | Economic models | Hypotheses | Autoregressive models | Asymptotic properties | Likelihood ratio | Drift | Regression analysis | Statistical tests | Cointegration analysis
Journal Article
International Journal of Economic Research, ISSN 0972-9380, 2015, Volume 12, Issue 3, pp. 633 - 647
Journal Article
ISSN 1804-1205, 01/2019
This research paper presents the empirical evidence on the relationship between the price of gold and stock price indices for the Gulf Cooperation Council... 
stock price indices | Johansen cointegration | Gulf Cooperation Council | Gold price | Demand and Price Analysis | Granger causality
Journal Article
Chinese Journal of Applied Ecology, ISSN 1001-9332, 12/2015, Volume 26, Issue 12, pp. 3835 - 3842
The material flow account of Tangshan City was established by material flow analysis (MFA) method to analyze the periodical characteristics of material input... 
Economic-environment system | Variance decomposition analysis | Material flow analysis | Johansen cointegration test | Impulse response function | Models, Theoretical | China | Environmental Pollution | Economic Development | Gross Domestic Product | Environment | Cities
Journal Article
Mathematics and Computers in Simulation, ISSN 0378-4754, 01/2013, Volume 87, pp. 19 - 29
Journal Article
Journal of Economics and Finance, ISSN 1055-0925, 4/2012, Volume 36, Issue 2, pp. 463 - 480
Journal Article
Journal of the Knowledge Economy, ISSN 1868-7865, 12/2015, Volume 6, Issue 4, pp. 1104 - 1122
This study investigates the causality between energy consumption and gross domestic product (GDP) in Tunisia for the period 1980–2012. The main contribution of... 
Economics | Structural breaks | Economic Policy | Q43 | C32 | C01 | Entrepreneurship | Vector error correction | Energy consumption–growth nexus | R & D/Technology Policy | Tunisia | Johansen et al. cointegration | Energy consumption | Economic research | Research | Economic growth | Studies | Economic theory | International
Journal Article
Acta Montanistica Slovaca, ISSN 1335-1788, 2018, Volume 23, Issue 2, pp. 216 - 231
The purpose of the research study is to examine the effect of changes in crude oil prices (COP) and gold prices (GP) and the long-run relationship of equity... 
Crude oil prices | KSE100 index | Gold price | ARCH & CARCH | Johansen cointegration | Granger causality | EMPIRICAL-ANALYSIS | NUMERICAL DISTRIBUTION-FUNCTIONS | RETURNS | gold price | CRUDE-OIL | SHOCKS | crude oil prices | AUTOREGRESSIVE TIME-SERIES | IMPACT | GEOSCIENCES, MULTIDISCIPLINARY | MACROECONOMY | INFLATION | MINING & MINERAL PROCESSING | STOCK MARKETS
Journal Article
Acta Oeconomica, ISSN 0001-6373, 03/2018, Volume 68, Issue 1, pp. 51 - 77
The aspiration of this research paper is to investigate the impact of international gold prices on the equity returns of Karachi Stock Index (KSE100 index) of... 
KSE 100 index | Gold price | Philips-Perron test | Granger casualty | Johansen cointegration | ADF test | TESTS | MONEY | MARKET | NUMERICAL DISTRIBUTION-FUNCTIONS | AUTOREGRESSIVE TIME-SERIES | STOCK RETURNS | INFLATION | UNIT-ROOT | ECONOMICS
Journal Article
Technological and Economic Development of Economy, ISSN 2029-4913, 07/2017, Volume 23, Issue 4, pp. 567 - 588
This research is an attempt to framework the applied strides to evaluate the long run relationship among commonly used inflation proxies induces such as,... 
KSE 100 index | inflation indices | E31 | C32 | Johansen multivariate cointegration | E44 | crude oil prices (COP) | G12 | consumer price index (CPI) | wholesale price index (WPI) | EMPIRICAL-ANALYSIS | RETURNS | MACROECONOMIC VARIABLES | RISK | CRUDE-OIL | SHOCKS | AUTOREGRESSIVE TIME-SERIES | STOCK-PRICES | IMPACT | ECONOMICS
Journal Article
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