Dickey–Fuller test

Results: 123



#Item
81Econometrics / 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,

Add to Reading List

Source URL: watson.nci.nih.gov

Language: English - Date: 2004-11-29 04:09:50
82Statistical tests / Dickey–Fuller test / Qt / Unit root / Software / Time series analysis / Statistics

Testing real exchange rate persistence Why we always …nd I(2) when nobody else does Andreas Noack Jensen and Katarina Juselius University of Copenhagen The INET Centre on Imperfect Knowledge Economics

Add to Reading List

Source URL: www.econ.ku.dk

Language: English - Date: 2012-04-18 09:40:05
83Statistical tests / Mathematical finance / Statistical inference / Cointegration / Resampling / Bootstrapping / Unit root / Dickey–Fuller test / Johansen test / Statistics / Time series analysis / Econometrics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Fina

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2011-04-11 11:55:19
84Unit root / Augmented Dickey–Fuller test / Normal distribution / Matrix theory / Statistics / Time series analysis / Econometrics

w or k i ng pap ers 24 | 2011 THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS

Add to Reading List

Source URL: www.bportugal.pt

Language: English - Date: 2013-06-06 06:31:51
85Statistical tests / Econometrics / Cointegration / Mathematical finance / Political philosophy / Unit root / Dickey–Fuller test / Economic freedom / Stationary process / Time series analysis / Statistics / Economics

Economic Freedom of the World: 2010 Annual Report  163 Chapter 3: How Are Institutions Related? By Christopher J. Coyne and Russell S. Sobel * 1 Introduction

Add to Reading List

Source URL: www.freetheworld.com

Language: English - Date: 2010-09-20 08:04:29
86Econometrics / Hypothesis testing / Statistical inference / Unit root / Bayes factor / Augmented Dickey–Fuller test / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Statistical power / Statistics / Time series analysis / Statistical tests

Microsoft Word - Xia_Griffiths July 26.docx

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:30
87Statistics / Unit root / Economic growth / Real business cycle theory / Gross domestic product / Structural break / Augmented Dickey–Fuller test / Economic model / Business cycle / Macroeconomics / Economics / Time series analysis

w ork i ng pap ers 13 | 2013 CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS

Add to Reading List

Source URL: www.bportugal.pt

Language: English - Date: 2013-11-26 13:29:47
88Econometrics / Regression analysis / Durbin–Watson statistic / Model selection / Augmented Dickey–Fuller test / Dickey–Fuller test / Phillips–Perron test / Coefficient of determination / T-statistic / Statistics / Statistical tests / Time series analysis

‫ﺍﻟﻤﻼﺤﻕ‬ ‫ﻤﻠﺤﻕ ﺭﻗﻡ )‪ (1‬ﺒﻴﺎﻨﺎﺕ ﺍﻟﺩﺭﺍﺴﺔ‬ ‫‪SO‬‬ ‫‪1461‬‬ ‫‪3335‬‬ ‫‪1884‬‬

Add to Reading List

Source URL: 41.67.53.40

Language: English - Date: 2015-03-31 07:43:28
89Polynomials / Autoregressive integrated moving average / Noise / Algebra / Unit root / Augmented Dickey–Fuller test / Coefficient / Autoregressive model / Finite difference / Statistics / Time series analysis / Mathematics

Mathematical structure of ARIMA models

Add to Reading List

Source URL: people.duke.edu

Language: English - Date: 2014-12-13 14:48:00
90Cointegration / Unit root / KPSS test / Gross domestic product / Purchasing power parity / Exchange rate / Statistical hypothesis testing / Stationary process / Dickey–Fuller test / Statistics / Time series analysis / Economics

NBER WOR~G PAPER SERIES LONG-RUN PPP MAY NOT HOLD HER

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 1997-05-27 00:00:01
UPDATE