Stationarity and non-stationarity : issues and implication in econometric forecasting modelling / Mohd Alias Lazim

QR Code

Stationarity and non-stationarity : issues and implication in econometric forecasting modelling / Mohd Alias Lazim

Over the last decade the concept of stationarity has occupied the mind of many econometricians. This new understanding of time series data has led many to rethink the procedure of forecasting modelling on the evidence that models that seem to fit well are not necessarily well specified. Hence, in m...

Full description

Bibliographic Details
Main Author:	Lazim, Mohd Alias
Format:	Article
Language:	English
Published:	Faculty of Information Technology and Quantitative Sciences 1997
Subjects:	Mathematical economics. Quantitative methods
Online Access:	https://ir.uitm.edu.my/id/eprint/11815/

Similar Items

Testing Stationarity of Budgetary Position in Developing Countries
by: Lau, Evan, et al.
Published: (2009)

Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series
by: Lim, Kian-Ping, et al.
Published: (2003)

Extremality, Stationarity and Generalized Separation of Collections of Sets
by: Bui, Hoa, et al.
Published: (2019)

Testing for a unit root against ESTAR stationarity
by: Harvey, David I., et al.
Published: (2017)

A bootstrap stationarity test for predictive regression invalidity
by: Georgiev, Iliyan, et al.
Published: (2017)

Linearity and stationarity of G7 government bond returns
by: Liew, Venus Khim-Sen, et al.
Published: (2010)

Econometrics Structural Modeling And Efficiency Study In A Health Care Environment. [HB141. R821 2007 f rb].
by: Abdul Rahman, Rosmanjawati
Published: (2007)

Volatility and spillover effects of oil and food price shocks-application of time series econometrics
by: Fardous, Alom
Published: (2012)

How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman
by: Ab Rahman, Nik Muhd Naziman
Published: (2002)

Assessment on stationarity of EMG signals with different windows size during isotonic contractions
by: Nazmi, Nurhazimah, et al.
Published: (2017)

Does stock market development affect economic growth? Econometric evidence from Bangladesh / Abdullahil Mamun ... [et al.]
by: Mamun, Abdullahil, et al.
Published: (2018)

Causality relationships between non-bank financial intermediaries and economic growth: the case of Malaysia
by: Islam, Mohd Aminul
Published: (2010)

Cointegration and causality between non-bank financial intermediaries and economic growth in Malaysia: an ARDL bounds testing approach
by: Islam, Mohd Aminul, et al.
Published: (2009)

Export-Led Growth Hypothesis: Further Econometric Evidence From South Asia (2005)
by: Shirazi, Nasim Shah, et al.
Published: (2005)

An investigation into the crude oil price pass-through to the macroeconomic activities of Malaysia
by: Alom, Fardous
Published: (2015)

Effective decision making in changeable spaces, covering and discovering processes: a habitual domain approach
by: Larbani, Moussa, et al.
Published: (2014)

Improving the discrimination power through compromise solution approach: Malaysian banks as illustration
by: Hanafi, Hocine, et al.
Published: (2014)

Two-person second-order games, part 2: restructuring operations to reach a win-win profile
by: Larbani, Moussa, et al.
Published: (2009)

A new approach for generating efficient solutions within the goal programming model
by: Larbani, Moussa, et al.
Published: (2011)

Simulation of a supply chain game with multiple fuzzy goals
by: Yuh-Wen, Chen, et al.
Published: (2010)

Multiobjective problems with fuzzy parameters and games against nature
by: Larbani, Moussa
Published: (2010)

Solving bimatrix games with fuzzy payoffs by introducing Nature as a third player
by: Larbani, Moussa
Published: (2009)

Reaching win-win state of mind in games, formulation and solution
by: Larbani, Moussa, et al.
Published: (2009)

Multiobjective data envelopment analysis
by: Chen, Y-W, et al.
Published: (2009)

Quantification and applications of identification spheres
by: Huang, Hung-Shun, et al.
Published: (2011)

Pricing of ACT/ATM services through Bilevel programming approaches
by: Guettaf, Rabah, et al.
Published: (2010)

A fuzzy set based framework for concept of affinity
by: Larbani, Moussa, et al.
Published: (2009)

A Laplace's principle based approach for solving fuzzy matrix games
by: Larbani, Moussa
Published: (2010)

Using affinity set on mining the necessity of computed tomography scanning
by: Chen , Yuh Wen, et al.
Published: (2009)

Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models
by: Alom, Md. Fardous, et al.
Published: (2013)

The concept of scarcity: An Islamic perspective
by: Fontaine, Rodrigue Ancelot Harvey, et al.
Published: (2013)

Decision making tools for resource allocation based on Maqid Al- Sharah
by: Larbani, Moussa, et al.
Published: (2011)

Coalitional ZP-Equilibrium in games and its existence
by: Nessah, Rabia, et al.
Published: (2015)

Exports and economic growth nexus: the case of Pakistan
by: Nasim , Shah Shirazi, et al.
Published: (2004)

An analysis of Zakat expenditure and real output: theory and empirical evidence
by: Yusoff, Mohammed
Published: (2009)

Decision Making and Optimization in Changeable Spaces, a New Paradigm
by: Larbani, Moussa, et al.
Published: (2012)

Decision Making and Optimization in Changeable Spaces, A Paradigm Shift
by: Larbani, Moussa, et al.
Published: (2012)

Case studies in decision science
by: Abdullah, Nur Anisah
Published: (2011)

A student's experience with decision science case studies
by: Abu Hassan, Nor Hazirah, et al.
Published: (2011)

Panel Data Models: Theoretical Insights
by: Mohd Arshad, Mohd Nahar
Published: (2012)