Unit root

Results: 255



#Item
111Dickey–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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Source URL: www.econ.canterbury.ac.nz

Language: English - Date: 2014-12-13 11:42:34
112Augmented 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

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

Language: English - Date: 2014-12-08 12:46:12
113Mathematical finance / Cointegration / Unit root / Johansen test / Vector autoregression / Regression analysis / Statistical hypothesis testing / Economic model / Stationary process / Statistics / Time series analysis / Econometrics

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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Source URL: federalreserve.gov

Language: English - Date: 2008-01-17 10:48:13
114Mathematics / Square root / Imaginary unit

Program pHpred.c /* /* /* /* /*

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Source URL: ciks.cbt.nist.gov

Language: English - Date: 2005-11-25 11:26:54
115Statistical tests / Macroeconomics / Econometrics / Real business cycle theory / Unit root / Technology shock / Statistical hypothesis testing / Shock / KPSS test / Statistics / Hypothesis testing / Time series analysis

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 768 June 2003

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Source URL: federalreserve.gov

Language: English - Date: 2003-07-15 11:15:13
116Real business cycle theory / Time series analysis / Business cycle / Unit root / Shock / Neoclassical growth model / Endogenous growth theory / Productivity / Economic model / Macroeconomics / Economic growth / Economics

Endogenous Growth and Stochastic Trends ´ s∗ Antonio Fata INSEAD, 77305 Fontainebleau, France

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Source URL: faculty.insead.edu

Language: English - Date: 2000-07-05 18:00:00
117Autoregressive conditional heteroskedasticity / Durbin–Watson statistic / Volatility / Heteroscedasticity / Errors and residuals in statistics / Unit root / Time series / Robert F. Engle / Tim Bollerslev / Statistics / Econometrics / Time series analysis

MODELING THE VOLATILITY OF THE BET-FI INDEX PhD Dan Ion GHERGUŢ „Titu Maiorescu” Univeristy - Bucharest PhD Bogdan OANCEA „Nicolae Titulescu” Univeristy - Bucharest

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Source URL: www.revistadestatistica.ro

Language: English - Date: 2014-02-03 05:49:02
118F5 / Foreign Relations Series / Field replaceable unit

F5 Networks Failure Analysis Policy F5 makes available Failure Analysis (FA) Reports which contain product name, serial number, part number, date the analysis was completed, root cause information, diagnostics and follow

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Source URL: www.f5.com

Language: English
119Form / Root cause analysis / Root cause / Corrective and preventive action / Reliability engineering / Causality / Troubleshooting / Quality / Management / Evaluation

Proposed PSD Permit Amendment: McElmo Creek Unit - Appendix B

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Source URL: www.epa.gov

Language: English - Date: 2014-10-15 15:35:37
120Econometrics / Cointegration / Mathematical finance / Signal processing / Nonlinear system / Trend estimation / Unit root / Differential equation / Martingale / Statistics / Time series analysis / Stochastic processes

Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics

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Source URL: federalreserve.gov

Language: English - Date: 2007-02-15 17:09:20
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