Dickey–Fuller test

Results: 123



#Item
71Hypothesis testing / Econometrics / Design of experiments / Stationary process / Unit root / Statistical hypothesis testing / Augmented Dickey–Fuller test / Dickey–Fuller test / F-test / Statistics / Statistical tests / Time series analysis

Convergence of prices and rates of in‡ation Fabio Busetti, Silvia Fabianiy, Andrew Harveyz May 18, 2006 Abstract We consider how unit root and stationarity tests can be used to study

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-28 09:15:15
72Economic bubbles / Statistical tests / Financial crises / Econometrics / Real estate bubble / Bubble / Augmented Dickey–Fuller test / Unit root / Dickey–Fuller test / Statistics / Economics / Time series analysis

Explosive bubbles in house prices? Evidence from the OECD countries Tom Engsted, Simon J. Hviid and Thomas Q. Pedersen CREATES Research PaperDepartment of Economics and Business

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Source URL: econ.au.dk

Language: English - Date: 2015-01-14 06:51:23
73Statistical tests / Economic bubbles / Behavioral finance / Augmented Dickey–Fuller test / Bubble / Stock market bubble / Financial crisis / Structural break / Unit root test / Economics / Time series analysis / Statistics

Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500∗ Peter C. B. Phillips Yale University, University of Auckland, University of Southampton & Singapore Management University Shu

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Source URL: www.econ.cuhk.edu.hk

Language: English - Date: 2015-01-12 00:05:01
74Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: ftp.acc.umu.se

Language: English - Date: 2004-11-29 04:09:50
75Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: ftp.yz.yamagata-u.ac.jp

Language: English - Date: 2004-11-29 04:09:50
76Statistical tests / Parametric statistics / Statistical methods / T-statistic / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Panel data / Panel analysis / Statistics / Time series analysis / Econometrics

Journal of Econometrics–24 www.elsevier.com/locate/econbase Unit root tests in panel data: asymptotic and "nite-sample properties Andrew Levina , Chien-Fu Linb , Chia-Shang James Chub; ∗

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Source URL: homepage.ntu.edu.tw

Language: English - Date: 2006-07-14 23:15:01
77Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: ftp.eenet.ee

Language: English - Date: 2004-11-29 04:09:50
78Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

NEW GENERATION ELECTRIC AND ELECTRONIC LOCKING NEW GENERATION ELECTRIC AND ELECTRONIC LOCKING PRODUCT INFORMATION HIGH SECURITY FULLY MONITORED ELECTRIC DOOR STRIKE

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Source URL: www.flamestop.com.au

Language: English - Date: 2014-02-11 00:27:07
79Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: ftp.heanet.ie

Language: English - Date: 2004-11-29 04:09:50
80Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: mirror.mdx.ac.uk

Language: English - Date: 2004-11-29 04:09:50
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