Augmented Dickey–Fuller test

Results: 96



#Item
81Augmented Dickey–Fuller test / Dickey–Fuller test / Unit root / F-test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Sample size determination / Statistics / Time series analysis / Statistical tests

M PRA Munich Personal RePEc Archive Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication

Add to Reading List

Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2014-12-08 12:46:12
82Statistics / Socioeconomics / Statistical tests / Economic theories / Hysteresis / Phillips curve / NAIRU / Augmented Dickey–Fuller test / Inflation / Unemployment / Economics / Time series analysis

Is Hysteresis Important for U.S. Unemployment? John M. Roberts and Norman J. Morin Board of Governors of the Federal Reserve System Washington, D.C[removed]

Add to Reading List

Source URL: federalreserve.gov

Language: English - Date: 2001-09-12 18:02:43
83Seasonal adjustment / Seasonality / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Time series analysis / Statistics / Unit root

The Distribution of Unit Root Test Statistics after Seasonal Adjustment Tomás del Barrio Castro Department of Applied Economics University of the Balearic Islands Denise R. Osborn

Add to Reading List

Source URL: www.socialsciences.manchester.ac.uk

Language: English - Date: 2014-04-09 04:33:01
84Dickey–Fuller test / Seasonality / Unit root / Autoregressive integrated moving average / Seasonal adjustment / Statistical hypothesis testing / Time series / T-statistic / Moving-average model / Statistics / Time series analysis / Augmented Dickey–Fuller test

On the strong-mixing assumption and seasonal adjustment: pitfall of unit root and cointegration tests

Add to Reading List

Source URL: www.commerce.otago.ac.nz

Language: English - Date: 2006-06-05 12:17:06
85Statistical tests / Foreign exchange market / International economics / International finance / Augmented Dickey–Fuller test / Dickey–Fuller test / Unit root / Interest rate parity / Purchasing power parity / Statistics / Economics / Time series analysis

- economics letters Economics

Add to Reading List

Source URL: people.ucsc.edu

Language: English - Date: 2007-07-30 14:39:35
86Unit root / KPSS test / Augmented Dickey–Fuller test / Persistence / Economic model / Autoregressive integrated moving average / Statistical hypothesis testing / Statistics / Time series analysis / Statistical tests

The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach - IJCB - March 2006

Add to Reading List

Source URL: www.ijcb.org

Language: English - Date: 2006-03-08 12:27:24
87Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

PDF Document

Add to Reading List

Source URL: cran.r-project.org

Language: English - Date: 2004-11-29 04:09:50
88Hypothesis 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

PDF Document

Add to Reading List

Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-28 09:15:15
89Econometrics / Science / Causality / Granger causality / Cointegration / Gross domestic product / Unit root / Augmented Dickey–Fuller test / Time series analysis / Statistics / Economics

PDF Document

Add to Reading List

Source URL: plagiarism.repec.org

Language: English - Date: 2010-09-22 15:15:20
90Statistics / Socioeconomics / Statistical tests / Economic theories / Hysteresis / Phillips curve / NAIRU / Augmented Dickey–Fuller test / Inflation / Unemployment / Economics / Time series analysis

PDF Document

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 18:02:43
UPDATE