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Unit root
Results: 255

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21	PDF Document Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:07:03 Econometrics Economic policy Government budget deficit Public finance Unit root Statistics Public economics Time series analysis Fiscal policy Economics
22	An extension of the square root law of TCP Krishanu Maulik∗ and Bert Zwart† ∗ Stat-Math Unit Indian Statistical Institute Add to Reading List Source URL: www.isical.ac.in Language: English - Date: 2007-09-05 04:40:25 Net Distribution Model theory Itō diffusion Symbol Mathematical analysis Mathematics Constructible universe
23	esting unit root in Smooth Transition Autoregressive (STAR) models Add to Reading List Source URL: www.statistics.du.se Language: English - Date: 2009-11-24 08:00:12 Deduction Normal distribution Entailment Distribution Model theory Logic Mathematical analysis Metalogic
24	Econometrica, Vol. 80, No. 5 (September, 2012), 2321–2332 NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF THE UNIT ROOT HYPOTHESIS BY MICHAEL JANSSON AND MORTEN ØRREGAARD NIELSEN1 Seemingly absent from the arsenal of curr Add to Reading List Source URL: eml.berkeley.edu - Date: 2012-09-20 14:38:29
25	Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis Add to Reading List Source URL: eml.berkeley.edu - Date: 2012-09-20 14:38:27
26	PANEL UNIT ROOT TESTS BASED ON SAMPLE VARIANCE XIJIA LIU† Abstract. In this paper, we propose a novel way to test for unit root in a panel setting. The new tests are based on the observation that the trajectory of the Add to Reading List Source URL: creates.au.dk Language: English - Date: 2012-10-04 07:08:03
27	Outlier Robust Unit Root Tests in Nonlinear Dynamic Models Rickard Sandberg Department of Economics Statistics and Department of Economics Stockholm School of Economics SEStockholm, Sweden May 17, 2011 Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:16:16
28	Journal of Financial Econometrics Advance Access published August 22, 2007 Journal of Financial Econometrics, 2007, 1–35 Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structur Add to Reading List Source URL: www.econ2.jhu.edu Language: English - Date: 2008-07-22 14:13:31
29	The Power of Unit Root Tests Against Nonlinear Local Alternatives Matei Demetrescu and Robinson Kruse CREATES Research PaperDepartment of Economics and Business Add to Reading List Source URL: econ.au.dk Language: English - Date: 2012-01-24 06:42:30
30	Size Distortion of Bootstrap Tests Application to a Unit Root Test by Russell Davidson Department of Economics and CIREQ Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:16:16

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