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Unit root test
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31	Jahrbücher f. Nationalökonomie u. Statistik (Lucius & Lucius, Stuttgart[removed]Bd. (Vol[removed]Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkag Add to Reading List Source URL: www.jbnst.de Language: English - Date: 2015-01-27 04:57:44 False discovery rate Statistical hypothesis testing Holm–Bonferroni method Statistical power Resampling Multiple comparisons Bootstrapping P-value Test statistic Statistics Hypothesis testing Null hypothesis
32	Applied Financial Economics, 2008, 18, 1533–1537 Are there threshold effects in the stock price–dividend relation? The case of the US stock market, 1871–2004 Add to Reading List Source URL: www.uv.es Language: English - Date: 2008-10-24 10:56:29 Unit root test Cointegration Unit root Threshold model Share price Dividend Stock split Economic model Stock market Time series analysis Statistics Economics
33	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 Cointegration 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
34	Modelling Point’s Position Time Series in the Light of Cointegration Tomáš BACIGÁL and Magda KOMORNÍKOVÁ, Slovakia Key words: GPS, time series, cointegration, common trend, prediction. SUMMARY Add to Reading List Source URL: www.fig.net Language: English - Date: 2010-11-10 05:56:30 Cointegration Unit root Dickey–Fuller test Linear regression Time series Error correction model Regression analysis KPSS test Statistics Time series analysis Econometrics
35	DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data Add to Reading List Source URL: www.econ.canterbury.ac.nz Language: English - Date: 2014-12-13 11:42:34 Dickey–Fuller test Cointegration Phillips–Perron test Unit root test Breusch–Godfrey test Distributed lag Unit root Autocorrelation Autoregressive conditional heteroskedasticity Statistics Time series analysis Statistical tests
36	M PRA Munich Personal RePEc Archive Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2014-12-08 12:46:12 Augmented Dickey–Fuller test Dickey–Fuller test Unit root F-test Autoregressive conditional heteroskedasticity Statistical hypothesis testing Sample size determination Statistics Time series analysis Statistical tests
37	Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-01-17 10:48:13 Mathematical finance Cointegration Unit root Johansen test Vector autoregression Regression analysis Statistical hypothesis testing Economic model Stationary process Statistics Time series analysis Econometrics
38	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 768 June 2003 Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2003-07-15 11:15:13 Statistical tests Macroeconomics Econometrics Real business cycle theory Unit root Technology shock Statistical hypothesis testing Shock KPSS test Statistics Hypothesis testing Time series analysis
39	Microsoft Word - Reading List JV - MF14. 10 Final.docx Add to Reading List Source URL: www.jvi.org Language: English - Date: 2014-08-05 08:29:57 Econometrics EViews Vector autoregression Forecasting Clive Granger OxMetrics Cointegration Unit root test Autoregressive conditional heteroskedasticity Statistics Time series analysis Economics
40	Microsoft Word - Reading List JV - MF14. 10 Final.docx Add to Reading List Source URL: www.jvi.org Language: English - Date: 2014-08-13 02:23:34 Econometrics EViews Vector autoregression Forecasting Clive Granger OxMetrics Cointegration Unit root test Autoregressive conditional heteroskedasticity Statistics Time series analysis Economics

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