Augmented DickeyFuller test

Results: 3



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1Time 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
2Time 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
3Statistics / 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
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