Unit root

Results: 255



#Item
81Econometrics / Hypothesis testing / Statistical inference / Unit root / Bayes factor / Augmented Dickey–Fuller test / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Statistical power / Statistics / Time series analysis / Statistical tests

Microsoft Word - Xia_Griffiths July 26.docx

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:30
82Time series analysis / Regression analysis / Statistical theory / Unit root / Cointegration / Asymptotic theory / Bootstrapping / T-statistic / Errors and residuals in statistics / Statistics / Econometrics / Statistical inference

spur_lhr_19may2010 formato para docto inv bm.dvi

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Source URL: www.banxico.org.mx

Language: English - Date: 2012-05-13 20:54:04
83Statistics / Unit root / Economic growth / Real business cycle theory / Gross domestic product / Structural break / Augmented Dickey–Fuller test / Economic model / Business cycle / Macroeconomics / Economics / Time series analysis

w ork i ng pap ers 13 | 2013 CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS

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Source URL: www.bportugal.pt

Language: English - Date: 2013-11-26 13:29:47
84Interest rates / Statistical inference / Econometrics / Mathematical finance / Unit root / Bootstrapping / Real interest rate / Inflation / Interest / Statistics / Economics / Time series analysis

The Economic Society of Australia Inc. Proceedings of the 37th Australian

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Source URL: www.ace08.com.au

Language: English - Date: 2008-10-28 07:16:59
85Cointegration / Vector autoregression / Unit root / Trend estimation / Monetary policy / Statistical hypothesis testing / Macroeconomic model / Error correction model / Economic model / Statistics / Time series analysis / Econometrics

A Monetary Union in East Asia: What does the Common Cycles Approach Tell? Sato, K.1, D. Allen2 and Z.Y. Zhang2* 1 2

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-16 19:29:04
86Maximum likelihood / Ordinary least squares / Standard deviation / Estimator / Normal distribution / Standard error / Likelihood function / Unit root / Point estimation / Statistics / Estimation theory / Linear regression

Maximum likelihood estimation of the equity premium Efstathios Avdis Jessica A. Wachter∗

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Source URL: finance.wharton.upenn.edu

Language: English - Date: 2014-05-29 14:42:15
87Polynomials / Autoregressive integrated moving average / Noise / Algebra / Unit root / Augmented Dickey–Fuller test / Coefficient / Autoregressive model / Finite difference / Statistics / Time series analysis / Mathematics

Mathematical structure of ARIMA models

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Source URL: people.duke.edu

Language: English - Date: 2014-12-13 14:48:00
88Statistics / Macroeconomics / Economic indicators / Gross domestic product / Cointegration / Economic growth / Unit root / Climate / Economics / Time series analysis / Econometrics

ESA/STAT/AC. 223/S4.7 Third International Seminar on Early Warning and Business Cycle Indicators 17 – 19 November 2010 Moscow, Russian Federation

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Source URL: unstats.un.org

Language: English - Date: 2011-02-07 15:16:08
89False discovery rate / Statistical hypothesis testing / Holm–Bonferroni method / Statistical power / Resampling / Multiple comparisons / Bootstrapping / P-value / Test statistic / Statistics / Hypothesis testing / Null hypothesis

Jahrbücher f. Nationalökonomie u. Statistik (Lucius & Lucius, Stuttgart[removed]Bd. (Vol[removed]Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkag

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Source URL: www.jbnst.de

Language: English - Date: 2015-01-27 04:57:44
90Statistics / Economics / Real gross domestic product / Per capita income / Unit root / National accounts / Macroeconomics / Gross domestic product

The University of Adelaide School of Economics Research Paper No[removed]March 2011

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Source URL: economics.adelaide.edu.au

Language: English - Date: 2014-08-10 21:21:47
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