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Dickey–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
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Document Date: 2014-12-13 11:42:34

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Country

New Zealand / /

/

Facility

DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH / Finance College of Business / Deakin University / University of Canterbury / Economics University of Canterbury Private Bag / /

IndustryTerm

diagnostic tools / finance / accepted algorithms / chosen automatically using commonly accepted algorithms / /

Organization

DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH / Deakin University / Business and Economics University of Canterbury Private Bag / Department of Economics / I. INTRODUCTION Unit / University of Canterbury / Economics and Finance College of Business / /

Person

W. Robert Reed / David Giles / Peter Phillips / Marco Reale / /

Position

author / researcher / /

Technology

commonly accepted algorithms / simulation / diagnostic tests / /

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