Unit root test

Results: 73



#Item
61Regression analysis / Economic growth / Econometrics / Productivity / Time series / Unit root / Dickey–Fuller test / Neoclassical growth model / Errors and residuals in statistics / Statistics / Time series analysis / Macroeconomics

A UNIVARIATE MODEL OF AGGREGATE LABOUR PRODUCTIVITY IN AUSTRALIA

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Source URL: melbourneinstitute.com

Language: English - Date: 2010-06-15 20:52:49
62Statistical inference / International economics / Stochastic processes / Augmented Dickey–Fuller test / Stationary process / Statistical hypothesis testing / Unit root / Bootstrapping / Exchange rate / Statistics / Time series analysis / Statistical tests

Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey Joseph D. ALBA and Donghyun PARK,* Nanyang Technological University, Singapore

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Source URL: repec.org

Language: English - Date: 2010-11-05 03:02:18
63Statistical tests / Computational statistics / Data analysis / Resampling / Bootstrapping / Bootstrap aggregating / Time series / Unit root test / Autoregressive–moving-average model / Statistics / Statistical inference / Time series analysis

LIST OF PUBLICATIONS JOURNAL PAPERS 47. E. Paparoditis and D. N. Politis (2013) ‘The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root’, submitted. 46. C. Jentsch, E. Paparoditis and D. N

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Source URL: www2.ucy.ac.cy

Language: English - Date: 2014-02-20 04:26:08
64Economics / Autoregressive conditional heteroskedasticity / Autoregressive–moving-average model / Unit root test / Vector autoregression / Time series / Economic model / Unit root / Econometric model / Statistics / Econometrics / Time series analysis

April, 2013 CURRICULUM VITAE

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Source URL: blogs.helsinki.fi

Language: English - Date: 2013-04-08 13:06:49
65Statistical tests / Econometrics / Mathematical finance / Cointegration / Johansen test / Unit root / Vector autoregression / Quantity theory of money / Phillips–Perron test / Statistics / Time series analysis / Economics

The Quantity Theory of Money: Evidence from the United States Jamie Emerson

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Source URL: www.accessecon.com

Language: English - Date: 2006-01-10 14:50:36
66Monetary economics / Time series analysis / Monetary policy / Statistical tests / KPSS test / Quantity theory of money / Neutrality of money / Unit root / Augmented Dickey–Fuller test / Economics / Inflation / Macroeconomics

Ekonomický časopis, 53, 2005, č. 9, s. 895 – [removed]

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Source URL: yunus.hacettepe.edu.tr

Language: English - Date: 2011-11-04 13:21:21
67Econometrics / Fellows of the Econometric Society / Autoregressive–moving-average model / JMulTi / Vector autoregression / Unit root test / Autoregressive conditional heteroskedasticity / Søren Johansen / Methodology of econometrics / Statistics / Time series analysis / Economics

January 7, 2013 Curriculum Vitae

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Source URL: www.diw.de

Language: English - Date: 2013-10-25 12:26:13
68National accounts / Economics / Statistical tests / Gross Domestic Product / Unit root / Trend stationary / Real gross domestic product / Dickey–Fuller test / Penn World Table / Time series analysis / Statistics / Econometrics

Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change

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Source URL: www.uh.edu

Language: English - Date: 2006-12-15 18:01:30
69Econometrics / Macroeconomics / Parametric statistics / Dickey–Fuller test / Trend stationary / Unit root / Normal distribution / KPSS test / Neoclassical growth model / Statistics / Time series analysis / Statistical tests

Is Germany‘s GDP Trend-Stationary? A Measurement-With-Theory Approach1 by

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Source URL: www.wiso.uni-hamburg.de

Language: English - Date: 2003-06-19 02:45:38
70Statistical tests / Unit root / Dickey–Fuller test / Regression analysis / YT / .yt / Statistics / Time series analysis / Econometrics

PDF Document

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Source URL: homepages.strath.ac.uk

Language: English - Date: 2000-11-07 07:57:23
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