Dickey–Fuller test

Results: 123



#Item
91Cointegration / Unit root / Dickey–Fuller test / Linear regression / Time series / Error correction model / Regression analysis / KPSS test / Statistics / Time series analysis / Econometrics

Modelling Point’s Position Time Series in the Light of Cointegration Tomáš BACIGÁL and Magda KOMORNÍKOVÁ, Slovakia Key words: GPS, time series, cointegration, common trend, prediction. SUMMARY

Add to Reading List

Source URL: www.fig.net

Language: English - Date: 2010-11-10 05:56:30
92Dickey–Fuller test / Cointegration / Phillips–Perron test / Unit root test / Breusch–Godfrey test / Distributed lag / Unit root / Autocorrelation / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Statistical tests

DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data

Add to Reading List

Source URL: www.econ.canterbury.ac.nz

Language: English - Date: 2014-12-13 11:42:34
93Augmented 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
94Statistics / 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
95Mathematics / Econometrics / Statistical tests / Unit root / Vector space / Time series / Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Algebra / Statistics / Time series analysis

Testing for Seasonal Unit Roots

Add to Reading List

Source URL: www.ses.man.ac.uk

Language: English - Date: 2005-04-08 11:48:09
96Statistical tests / Unit root / Dickey–Fuller test / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Stationary process / Time series / Heteroscedasticity / Autoregressive model / Statistics / Time series analysis / Econometrics

The Effects of Seasonal Adjustment on Testing in Periodic Autoregressive Processes

Add to Reading List

Source URL: www.ses.man.ac.uk

Language: English - Date: 2004-02-04 05:17:25
97Seasonal 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
98Dickey–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
99Statistical 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
100Unit 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
UPDATE