Unit root test

Results: 73



#Item
1Economy / Finance / Money / Foreign exchange market / International finance / Interest rates / Statistical tests / Time series analysis / Interest rate parity / Swiss franc / Currency pair / Unit root test

Is Switzerland an Interest Rate Island After All? Time Series and Non-Linear Switching Regime Evidence Lars P. Feld und Ekkehard A. Köhler 15/08

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Source URL: www.eucken.de

Language: English - Date: 2015-12-16 04:56:49
2Time series analysis / Pricing / Economy / Commodity markets / Energy economics / Statistical tests / Marketing / Statistics / Stationary process / Unit root test / Price of oil / Trend stationary

Globalization of Steam Coal Markets

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Source URL: www.diw.de

Language: English - Date: 2016-08-22 13:41:48
3Time series analysis / Statistical tests / Econometrics / Mathematical finance / Cointegration / Error correction model / Likelihood-ratio test / Unit root / Augmented DickeyFuller test / Middle East Policy Council

Testing the Market Integration in Regional Cantaloupe & Mellon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto, & Parr Rosson Department of AgEcon

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Source URL: cnas.tamu.edu

Language: English - Date: 2012-09-11 15:29:39
4Time series analysis / Statistical tests / Unit root test / Augmented DickeyFuller test / DickeyFuller test / Unit root / Null hypothesis / Statistical hypothesis testing / Statistics / Stationary process / F-test / Economic growth

HONG KONG INSTITUTE FOR MONETARY RESEARCH TESTING FOR OUTPUT CONVERGENCE: A RE-EXAMINATION Yin-wong Cheung and Antonio Garcia-Pascual

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Source URL: www.hkimr.org

Language: English - Date: 2012-09-25 23:21:25
5Statistics / Time series analysis / Statistical tests / Statistical theory / Statistical inference / Unit root / Error correction model / Cointegration / Augmented DickeyFuller test / DickeyFuller test / KPSS test / PhillipsPerron test

Journal of International Economics–273 www.elsevier.nl / locate / econbase Long-run PPP may not hold after all Charles Engel* Department of Economics, University of Washington and NBER, Box, Seattl

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2000-12-19 20:03:52
6

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

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Source URL: creates.au.dk

Language: English - Date: 2012-10-04 07:08:03
    7

    Size Distortion of Bootstrap Tests Application to a Unit Root Test by Russell Davidson Department of Economics and CIREQ

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    Source URL: creates.au.dk

    Language: English - Date: 2011-09-21 09:16:16
      8Parametric statistics / Time series analysis / Estimation theory / Asymptotic theory / Ordinary least squares / Linear regression / Unit root / Autocorrelation / Simple linear regression / Statistics / Econometrics / Regression analysis

      A Simple Test for Spurious Regressions∗,† Antonio E. Noriega‡ Daniel Ventosa-Santaul`aria§ This version: March, 25, 2011

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      Source URL: creates.au.dk

      Language: English - Date: 2011-09-21 09:16:18
      9Statistical tests / Macroeconomics / Economic growth / Microeconomics / Unit root / Dickey–Fuller test / Cobb–Douglas production function / Stationary process / Neoclassical growth model / Statistics / Economics / Time series analysis

      Journal of International Business and Economics September 2014, Vol. 2, No. 3, ppISSN: Print), Online) Copyright © The Author(sAll Rights Reserved. Published by American Research

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      Source URL: jibe-net.com

      Language: English - Date: 2015-02-15 16:49:00
      10Statistical tests / Philosophy of science / Mathematical finance / Cointegration / Unit root / Granger causality / Causality / Regression analysis / Dickey–Fuller test / Statistics / Time series analysis / Econometrics

      WSC' 03 Sample Paper

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      Source URL: www.mssanz.org.au

      Language: English - Date: 2013-01-15 22:00:51
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