HONG KONG INSTITUTE FOR MONETARY RESEARCH TESTING FOR OUTPUT CONVERGENCE: A RE-EXAMINATION Yin-wong Cheung and Antonio Garcia-Pascual

Source URL: www.hkimr.org

• Time series analysis
• Statistical tests
• Unit root test
• Augmented DickeyFuller test
• DickeyFuller test
• Unit root
• Null hypothesis
• Statistical hypothesis testing
• Statistics
• Stationary process
• F-test
• Economic growth

The Tonelli-Shanks algorithm Ren´e Schoof, Roma 20 dicembre 2008 let p > 2 be prime. We describe an algorithm (due to A. Tonelli (Atti Accad. Linceiand D. Shanks (1970ies)) to compute a square root of a given sq

Source URL: www.mat.uniroma2.it

• Algebraic number theory
• Modular arithmetic
• TonelliShanks algorithm
• Field theory
• Cyclotomic unit
• Trigonometry in Galois fields

Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes ¨ ¨ Thomas Lowe Student Member, IEEE, Emmy-Charlotte Forster

Source URL: graphics.tu-bs.de

• Model selection
• Time series analysis
• Signal processing
• Statistical models
• Noise
• Akaike information criterion
• HannanQuinn information criterion
• Bayesian information criterion
• Autoregressive model
• Predictive analytics
• Unit root
• Autocorrelation

Journal of International Economics–273 www.elsevier.nl / locate / econbase Long-run PPP may not hold after all Charles Engel* Department of Economics, University of Washington and NBER, Box, Seattl

Source URL: www.ssc.wisc.edu

• Statistics
• Time series analysis
• Statistical tests
• Statistical theory
• Statistical inference
• Unit root
• Error correction model
• Cointegration
• Augmented DickeyFuller test
• DickeyFuller test
• KPSS test
• PhillipsPerron test

Mean Reversion and Unit Root Properties of Diffusion Models∗ Jihyun Kim† Joon Y. Park‡

Source URL: www.econ.uiuc.edu

Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes ¨ ¨ Thomas Lowe Student Member, IEEE, Emmy-Charlotte Forster

Source URL: www.cg.cs.tu-bs.de

• Model selection
• Time series analysis
• Signal processing
• Statistical models
• Noise
• Akaike information criterion
• HannanQuinn information criterion
• Bayesian information criterion
• Autoregressive model
• Predictive analytics
• Unit root
• Autocorrelation

An Algorithmic Approach to Cyclotomic Units by Marc Conrad, University of Bedfordshire http://perisic.com/marc-conrad 2πia For n ∈ N and (a, n) = 1 let n := e n be a primitive nth unit root.

Source URL: www.mathos.unios.hr

GLOBAL BIOGEOCHEMICAL CYCLES, VOL. 18, GB3021, doi:2004GB002249, 2004 Thresholds for warming-induced growth decline at elevational tree line in the Yukon Territory, Canada Rosanne D. D’Arrigo,1 Robert K. Kaufm

Source URL: sites.bu.edu

• Climate history
• Econometrics
• Time series analysis
• Climatology
• Climate change
• Temperature record
• Error correction model
• Unit root
• Temperature
• Cointegration
• Paleoclimatology
• Divergence problem

Measuring Economic Slack in Asia and the Pacific

Source URL: www.bis.org

• Time series analysis
• Statistical forecasting
• Economic theories
• Gross Domestic Product
• Output gap
• Inflation
• Economic model
• Macroeconomic model
• Unit root
• Economics
• Macroeconomics
• Econometrics

Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.∗ Timothy Cogley Arizona State University Thomas J. Sargent New York University and Hoover Institution

Source URL: www.tomsargent.com

• Time series analysis
• Stochastic volatility
• Variance
• Loss function
• Volatility
• Markov chain
• Economic model
• Unit root
• Prior probability
• Statistics
• Econometrics
• Mathematical finance