Unit root

Results: 255



#Item
41Dickey–Fuller test / Stationary process / Autoregressive integrated moving average / Trend stationary / Time series / Random walk / Order of integration / Autoregressive model / Stochastic / Statistics / Time series analysis / Unit root

http://www.springer.com 2 Nonstationary Time Series In this chapter, models for nonstationary time series are introduced. Before the characteristics of unit

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:37:59
42Statistics / Macroeconomics / National accounts / Cointegration / Mathematical finance / Gross domestic product / Unit root / Economic growth / Economics / Econometrics / Time series analysis

2012 Mahmoud Abolpour Mofrad THE RELATIONSHIPS BETWEEN GDP, EXPORT AND INVESTMENT: CASE STUDY IRAN

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Source URL: www.saycocorporativo.com

Language: English - Date: 2012-07-16 17:38:05
43Time series analysis / Cointegration / Liquidity risk / Bond / Vector autoregression / Credit rating agency / Corporate bond / Unit root / Error correction model / Statistics / Econometrics / Economics

This article was translated by the author and reprinted from the November 2013 issue of the Securities Analysts Journal® with the permission of the Securities Analysts Association of Japan (SAAJ). Corporate Credit Sprea

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Source URL: www.saa.or.jp

Language: English - Date: 2014-10-27 04:45:46
44Division / Elementary arithmetic / Fraction / Square root / Imaginary unit / Mathematics / Numbers / Elementary algebra

Basic Mathematical Elements Andrew Roberts 1 Fractions

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Source URL: www.andy-roberts.net

Language: English - Date: 2011-07-16 13:52:05
45Time series analysis / Econometrics / Mathematical finance / Linear algebra / Abstract algebra / Cointegration / Johansen test / Unit root / GAUSS / Algebra / Statistics / Mathematics

Package ‘urca’ June 6, 2013 VersionDateTitle Unit root and cointegration tests for time series data Depends R (>= 2.0.0), methods

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Source URL: www.pfaffikus.de

Language: English - Date: 2013-06-10 15:43:58
46Statistical tests / Mathematical finance / Cointegration / Unit root / Noise / Autoregressive integrated moving average / Phillips–Perron test / Error correction model / Time series / Statistics / Time series analysis / Econometrics

http://www.springer.com Contents Part I Theoretical Concepts 1

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:37:44
47Econometrics / Mathematical finance / Cointegration / Fellows of the Econometric Society / Statistical tests / Unit root / Clive Granger / Economic model / Augmented Dickey–Fuller test / Time series analysis / Statistics / Economics

http://www.springer.com Preface This book’s title is the synthesis of two influential and outstanding entities. To quote David Hendry in the Nobel Memorial Prize lecture for Clive W.

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:37:40
48Autoregressive conditional heteroskedasticity / Time series / Linear regression / Unit root test / Autoregressive–moving-average model / Akaike information criterion / Autoregressive conditional duration / Threshold model / Heteroscedasticity / Statistics / Time series analysis / Econometrics

Curriculum Vitae for WAI KEUNG LI Ph. D. Department of Statistics & Actuarial Science

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2014-10-29 02:24:37
49Econometrics / Statistical tests / International economics / Foreign exchange market / Economic indicators / Purchasing power parity / Unit root / Dickey–Fuller test / Stationary process / Economics / Statistics / Time series analysis

Research in Business and Economics Journal Nonlinear mean-reversion in the real exchange rate: evidence from a panel of OECD countries Hassan Shirvani University of St Thomas

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Source URL: www.aabri.com

Language: English - Date: 2012-01-21 11:12:59
50Statistical tests / Econometrics / Monetary economics / Stochastic processes / Stationary process / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Demand for money / Statistics / Time series analysis / Economics

Research in Business and Economics Journal Trend reversion in the velocity of money: Some international evidence based on the STAR approach Hassan Shirvani University of St Thomas

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Source URL: www.aabri.com

Language: English - Date: 2015-01-14 14:55:01
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