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Unit root test
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21	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 Add to Reading List Source URL: www.econ.cuhk.edu.hk Language: English - Date: 2015-01-12 00:05:01 Statistical 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
22	John Denis Sargan 1924—1996 J. D. Sargan was born on August 23, 1924, in Doncaster, Yorkshire, where he spent his childhood. He was Emeritus Professor of Econometrics at the London School of Economics when he died at h Add to Reading List Source URL: korora.econ.yale.edu Language: English - Date: 2006-09-25 13:26:00 Fellows of the Econometric Society Denis Sargan Statistical tests Unit root test Instrumental variable Econometric model Economic model Macroeconomic model Econometrica Econometrics Economics Statistics
23	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; ∗ Add to Reading List Source URL: homepage.ntu.edu.tw Language: English - Date: 2006-07-14 23:15:01 Statistical tests Parametric statistics Statistical methods T-statistic Unit root Dickey–Fuller test Autoregressive conditional heteroskedasticity Panel data Panel analysis Statistics Time series analysis Econometrics
24	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 Statistical tests Dickey–Fuller test Qt Unit root Software Time series analysis Statistics
25	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 Statistical tests Mathematical finance Statistical inference Cointegration Resampling Bootstrapping Unit root Dickey–Fuller test Johansen test Statistics Time series analysis Econometrics
26	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 Unit root Augmented Dickey–Fuller test Normal distribution Matrix theory Statistics Time series analysis Econometrics
27	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 Statistical tests Econometrics Cointegration Mathematical finance Political philosophy Unit root Dickey–Fuller test Economic freedom Stationary process Time series analysis Statistics Economics
28	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 Econometrics 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
29	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 Statistics 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
30	Mathematical structure of ARIMA models Add to Reading List Source URL: people.duke.edu Language: English - Date: 2014-12-13 14:48:00 Polynomials Autoregressive integrated moving average Noise Algebra Unit root Augmented Dickey–Fuller test Coefficient Autoregressive model Finite difference Statistics Time series analysis Mathematics

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