Unit root

Results: 255



#Item
51Hypothesis testing / Econometrics / Design of experiments / Stationary process / Unit root / Statistical hypothesis testing / Augmented Dickey–Fuller test / Dickey–Fuller test / F-test / Statistics / Statistical tests / Time series analysis

Convergence of prices and rates of in‡ation Fabio Busetti, Silvia Fabianiy, Andrew Harveyz May 18, 2006 Abstract We consider how unit root and stationarity tests can be used to study

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-28 09:15:15
52Economic bubbles / Statistical tests / Financial crises / Econometrics / Real estate bubble / Bubble / Augmented Dickey–Fuller test / Unit root / Dickey–Fuller test / Statistics / Economics / Time series analysis

Explosive bubbles in house prices? Evidence from the OECD countries Tom Engsted, Simon J. Hviid and Thomas Q. Pedersen CREATES Research PaperDepartment of Economics and Business

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Source URL: econ.au.dk

Language: English - Date: 2015-01-14 06:51:23
53Plant reproduction / Land management / Soil / Corm / Hydroponics / Herbicide / Basal shoot / Root / Stolon / Biology / Botany / Plant morphology

Grade 8 - Unit 2 - Cells and Systems Concepts

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Source URL: www.edquest.ca

Language: English - Date: 2014-02-28 13:55:39
54Time series analysis / Regression analysis / Cointegration / Unit root / Linear regression / Vector autoregression / Least squares / Normal distribution / Instrumental variable / Statistics / Econometrics / Economics

Challenges of Trending Time Series Econometrics P.C.B. Phillipsa a Cowles Foundation, Yale University, University of Auckland and University of York. E-mail:

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-14 22:07:56
55Statistical tests / Economic bubbles / Behavioral finance / Augmented Dickey–Fuller test / Bubble / Stock market bubble / Financial crisis / Structural break / Unit root test / Economics / Time series analysis / Statistics

Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500∗ Peter C. B. Phillips Yale University, University of Auckland, University of Southampton & Singapore Management University Shu

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Source URL: www.econ.cuhk.edu.hk

Language: English - Date: 2015-01-12 00:05:01
56Capital / Economic growth / Unit root / Gross domestic product / Labour economics / Human capital / Strategy of unbalanced growth / Factors of production / Economy of India / Economics / Macroeconomics / Microeconomics

BALANCING FACTOR ENDOWMENT AND COMPOSITION OF INDIAN EXPORTS (PRELIMINARY, MAY BE REVISED) SHRI PRAKASH, AMIT SHARMA** and SONIA DHIR***

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Source URL: www.iioa.org

Language: English - Date: 2011-04-30 07:37:56
570N / Maximum likelihood

Near Unit Root in the Spatial Autoregressive Model Lung-fei Lee Department of Economics The Ohio State University Jihai Yu

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Source URL: economics.sbs.ohio-state.edu

Language: English - Date: 2011-12-15 19:09:45
58Fellows of the Econometric Society / Denis Sargan / Statistical tests / Unit root test / Instrumental variable / Econometric model / Economic model / Macroeconomic model / Econometrica / Econometrics / Economics / Statistics

John Denis Sargan 1924—1996 J. D. Sargan was born on August 23, 1924, in Doncaster, Yorkshire, where he spent his childhood. He was Emeritus Professor of Econometrics at the London School of Economics when he died at h

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Source URL: korora.econ.yale.edu

Language: English - Date: 2006-09-25 13:26:00
59Statistical tests / Parametric statistics / Statistical methods / T-statistic / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Panel data / Panel analysis / Statistics / Time series analysis / Econometrics

Journal of Econometrics–24 www.elsevier.com/locate/econbase Unit root tests in panel data: asymptotic and "nite-sample properties Andrew Levina , Chien-Fu Linb , Chia-Shang James Chub; ∗

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Source URL: homepage.ntu.edu.tw

Language: English - Date: 2006-07-14 23:15:01
60Economics / Granger causality / Cointegration / Causality / Unit root / Gross domestic product / Vector autoregression / Energy policy / Time series analysis / Statistics / Econometrics

Energy Economics–75 Disaggregated industrial energy consumption and GDP: the case of Shanghai, 1952–1999 Yemane Wolde-Rufael* Equalities Unit, London Borough of Camden, Town Hall, Judd Street, London WC

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-16 17:09:37
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