Unit root

Results: 255



#Item
71Estimation theory / Statistical theory / Time series analysis / Unit root / Autoregressive conditional heteroskedasticity / Estimator / Asymptotic theory / Consistent estimator / Variance / Statistics / Econometrics / Statistical inference

Estudos e Documentos de Trabalho Working Papers 11 | 2010 THE EFFECTS OF ADDITIVE OUTLIERS AND MEASUREMENT ERRORS WHEN TESTING FOR STRUCTURAL BREAKS IN VARIANCE

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Source URL: www.bportugal.pt

Language: English - Date: 2013-06-05 12:33:04
72Statistical tests / Mathematical finance / Statistical inference / Cointegration / Resampling / Bootstrapping / Unit root / Dickey–Fuller test / Johansen test / Statistics / Time series analysis / Econometrics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Fina

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Source URL: www.federalreserve.gov

Language: English - Date: 2011-04-11 11:55:19
73Unit root / Augmented Dickey–Fuller test / Normal distribution / Matrix theory / Statistics / Time series analysis / Econometrics

w or k i ng pap ers 24 | 2011 THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS

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Source URL: www.bportugal.pt

Language: English - Date: 2013-06-06 06:31:51
74Econometrics / Statistical inference / Hypothesis testing / Unit root / Stationary process / Time series / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Resampling / Statistics / Time series analysis / Statistical tests

Understanding International Commodity Price Fluctuations; March 20—21, 2013, Washington, D.C.

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Source URL: www.imf.org

Language: English - Date: 2013-03-19 15:54:56
75Time series analysis / Cointegration / Vector autoregression / Robert F. Engle / Unit root / Clive Granger / Econometric model / Linear regression / Economic model / Statistics / Econometrics / Economics

Advanced information on the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 8 October 2003 Information Department, P.O. Box 50005, SE[removed]Stockholm, Sweden Phone: +[removed], Fax: +[removed]

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Source URL: www.nobelprize.org

Language: English - Date: 2013-10-18 06:45:49
76Statistical tests / Econometrics / Cointegration / Mathematical finance / Political philosophy / Unit root / Dickey–Fuller test / Economic freedom / Stationary process / Time series analysis / Statistics / Economics

Economic Freedom of the World: 2010 Annual Report  163 Chapter 3: How Are Institutions Related? By Christopher J. Coyne and Russell S. Sobel * 1 Introduction

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Source URL: www.freetheworld.com

Language: English - Date: 2010-09-20 08:04:29
77Inflation / Purchasing power parity / Price / Monopoly / Gross domestic product / Law of one price / Futures contract / Perfect competition / Economics / Marxist theory / Economic theories

THE LAW OF ONE PRICE: EVIDENCE FROM THE TRANSITIONAL ECONOMY OF CHINA C. Simon Fan and Xiangdong Wei* Abstract—This paper applies the recently developed econometric methods of panel unit root tests and nonlinear mean r

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Source URL: www.ln.edu.hk

Language: English - Date: 2006-11-08 05:09:00
78Zoology / Taxonomy / Root-knot nematode / Meloidogyne incognita / Nematology / Cultivar / Tomato / Meloidogyne enterolobii / Nematodes / Biology / Parasites

SUSCEPTIBILITY OF SOME DATE-PALM CUL TIV ARS TO THE ROOT-KNOT NEMATODE, MELOIDOGYNE INCOGNITA Eissat, M.F..; EI-Sherier, M.A.; AbdeI Gawadt,M.M., YoussefM.M.A!.; Ismailt,A. A. and EI-Nagdi1,W.M.A. 1. Nematology unit, Pla

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Source URL: www.pubhort.org

Language: English - Date: 2006-07-07 14:54:34
79Time series analysis / Statistical forecasting / Economic theories / Gross Domestic Product / Output gap / Inflation / Economic model / Macroeconomic model / Unit root / Economics / Macroeconomics / Econometrics

Measuring Economic Slack in Asia and the Pacific

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Source URL: www.bis.org

Language: English - Date: 2013-09-17 09:53:00
80Time series analysis / Estimation theory / Parametric statistics / Linear regression / Ordinary least squares / Autocorrelation / Distributed lag / Vector autoregression / Unit root / Statistics / Regression analysis / Econometrics

Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors - Institute working paper no[removed]Dallas Fed

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Source URL: www.dallasfed.org

Language: English - Date: 2015-01-21 15:11:37
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