Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

This paper provides an updated survey of a burgeoning literature on testing, estimation and
model specification in the presence of integrated variables. Integrated variables are a …

This trusted textbook returns in its 4th edition with even more exercises to help consolidate
understanding-and a companion website featuring additional materials, including a …

This study aims to measure the relationship between technological progress, renewable
energy, and green economic growth (GEG). This study uses a data envelopment analysis …

This new edition of this classic title, now in its seventh edition, presents a balanced and
comprehensive introduction to the theory, implementation, and practice of time series …

We consider a nonstationary vector autoregressive process which is integrated of order 1,
and generated by iid Gaussian errors. We then derive the maximum likelihood estimator of …

We consider pooling cross-section time series data for testing the unit root hypothesis. The
degree of persistence in individual regression error, the intercept and trend coefficient are …

It is very common to see reported in applied econometric literature time series regression
equations with an apparently high degree of fit, as measured by the coefficient of multiple …

We examine properties of residual-based tests for the null of no cointegration for dynamic
panels in which both the short-run dynamics and the long-run slope coefficients are …

A Guide to Modern Econometrics, 5th Edition has become established as a highly
successful textbook. It serves as a guide to alternative techniques in econometrics with an …