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Dickey–Fuller test
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81	R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries, Add to Reading List Source URL: watson.nci.nih.gov Language: English - Date: 2004-11-29 04:09:50 Econometrics 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
82	Testing real exchange rate persistence Why we always …nd I(2) when nobody else does Andreas Noack Jensen and Katarina Juselius University of Copenhagen The INET Centre on Imperfect Knowledge Economics Add to Reading List Source URL: www.econ.ku.dk Language: English - Date: 2012-04-18 09:40:05 Statistical tests Dickey–Fuller test Qt Unit root Software Time series analysis Statistics
83	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Fina Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2011-04-11 11:55:19 Statistical tests Mathematical finance Statistical inference Cointegration Resampling Bootstrapping Unit root Dickey–Fuller test Johansen test Statistics Time series analysis Econometrics
84	w or k i ng pap ers 24 \| 2011 THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2013-06-06 06:31:51 Unit root Augmented Dickey–Fuller test Normal distribution Matrix theory Statistics Time series analysis Econometrics
85	Economic Freedom of the World: 2010 Annual Report 163 Chapter 3: How Are Institutions Related? By Christopher J. Coyne and Russell S. Sobel * 1 Introduction Add to Reading List Source URL: www.freetheworld.com Language: English - Date: 2010-09-20 08:04:29 Statistical tests Econometrics Cointegration Mathematical finance Political philosophy Unit root Dickey–Fuller test Economic freedom Stationary process Time series analysis Statistics Economics
86	Microsoft Word - Xia_Griffiths July 26.docx Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:30 Econometrics 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
87	w ork i ng pap ers 13 \| 2013 CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2013-11-26 13:29:47 Statistics 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
88	‫ﺍﻟﻤﻼﺤﻕ‬ ‫ﻤﻠﺤﻕ ﺭﻗﻡ )‪ (1‬ﺒﻴﺎﻨﺎﺕ ﺍﻟﺩﺭﺍﺴﺔ‬ ‫‪SO‬‬ ‫‪1461‬‬ ‫‪3335‬‬ ‫‪1884‬‬ Add to Reading List Source URL: 41.67.53.40 Language: English - Date: 2015-03-31 07:43:28 Econometrics Regression analysis Durbin–Watson statistic Model selection Augmented Dickey–Fuller test Dickey–Fuller test Phillips–Perron test Coefficient of determination T-statistic Statistics Statistical tests Time series analysis
89	Mathematical structure of ARIMA models Add to Reading List Source URL: people.duke.edu Language: English - Date: 2014-12-13 14:48:00 Polynomials Autoregressive integrated moving average Noise Algebra Unit root Augmented Dickey–Fuller test Coefficient Autoregressive model Finite difference Statistics Time series analysis Mathematics
90	NBER WOR~G PAPER SERIES LONG-RUN PPP MAY NOT HOLD HER Add to Reading List Source URL: www.nber.org Language: English - Date: 1997-05-27 00:00:01 Cointegration Unit root KPSS test Gross domestic product Purchasing power parity Exchange rate Statistical hypothesis testing Stationary process Dickey–Fuller test Statistics Time series analysis Economics