.../approach This study examined the long-run equilibrium relationship between MSP and FHP using data from 1980-81 to 2022-23. Johansen cointegration technique and vector error correction model (VECM) for cointegrated variables were estimated to capture both the short-term dynamics and long-term adjustment...

... Cointegration BRICS CO₂ emissions PMG The study chooses panel estimation to control for individual heterogeneity, identify unobservable characteristics and give more information on reliable estimation (Baltagi et al., 2005). The research incorporates data from five countries, i.e...

... (ARDL) cointegration framework and Chambers and Pope's exact nonlinear aggregation approach. Findings Unit root tests in the presence of structural breaks reveal a mixture of I (1) and I (0) variables for which standard cointegration techniques do not apply. The authors found evidence...

... market. As such, this study is an attempt to examine the relationship between spot and futures market prices of nine commodities (cotton seed, castor seed, soybean seed, rape mustard seed, turmeric, jeera, coriander, guar seed and chana) traded on NCDEX using econometric tools such as cointegration...

... incorporated in the model. The short run: (error-correction model (ECM)): (Equation 2) Note: all the variables differenced “Δ” accordingly. The E-G technique to implement the (E-G) cointegration approach the variables must be integrated of order one I(1). In order to determine...