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Longer titles found: Unit root test (view)

searching for Unit root 25 found (62 total)

alternate case: unit root

List of important publications in economics (2,182 words) [view diff] no match in snippet view article find links to article

This is a list of important publications in economics, organized by field. Some basic reasons why a particular publication might be regarded as important:

Dwork conjecture (162 words) [view diff] exact match in snippet view article find links to article

In mathematics, the Dwork unit root zeta function, named after Bernard Dwork, is the L-function attached to the p-adic Galois representation arising from

Autoregressive model (5,393 words) [view diff] exact match in snippet view article find links to article

the autoregressive model is not always stationary as it may contain a unit root. The notation A R ( p ) {\displaystyle AR(p)} indicates an autoregressive

Daqing Wan (309 words) [view diff] exact match in snippet view article find links to article

fields. He is known for his proof of Dwork's conjecture that the p-adic unit root zeta function attached to a family of varieties over a finite field of

Singular spectrum analysis (6,777 words) [view diff] exact match in snippet view article find links to article

smoothing series with a unit root. This line of work is also extended to the case of two series, both of which have a unit root but are cointegrated. The

Algebraic number (1,502 words) [view diff] case mismatch in snippet view article find links to article

Gaussian integer Eisenstein integer Quadratic irrational number Fundamental unit Root of unity Gaussian period Pisot–Vijayaraghavan number Salem number Some

Denise R. Osborn (2,504 words) [view diff] exact match in snippet view article find links to article

performance of lag selection and detraining methods for HEGY seasonal unit root tests (with Tomas del Barrio Castro and A.M. Robert Taylor), Econometric

1970s energy crisis (3,690 words) [view diff] case mismatch in snippet view article find links to article

Econometric Research (1988), The Great Crash, the Oil Price Shock and the Unit Root Hypothesis (PDF), Princeton, NJ: Econometric Research Program, Princeton

Bernd Lucke (1,642 words) [view diff] case mismatch in snippet view article find links to article

doi:10.1086/648305. S2CID 7585799. ———; Lütkepohl, Helmut (2004). "On Unit Root Tests in the Presence of Transitional Growth". Economics Letters. 84 (3):

David Dickey (195 words) [view diff] case mismatch in snippet view article find links to article

"Distribution of the Estimators for Autoregressive Time Series with a Unit Root". Journal of the American Statistical Association. 74 (366): 427–431.

Werner Ploberger (251 words) [view diff] case mismatch in snippet view article find links to article

Econometrica, Vol. 60, No. 2, 1992, pp. 271–285. Posterior Odds Testing for a Unit Root with Data-Based Model Selection (with Peter C. B. Phillips), Econometric

Catalonia (22,285 words) [view diff] case mismatch in snippet view article find links to article

Maria Pilar (2020). "A Double Life Cycle in Tourism Arrivals to Spain: Unit Root Tests with Gradual Change Analysis". Journal of Destination Marketing

Wayne Fuller (410 words) [view diff] case mismatch in snippet view article find links to article

"Distribution of the Estimators for Autoregressive Time Series with a Unit Root". Journal of the American Statistical Association. 74 (366): 427–431.

David Forbes Hendry (2,011 words) [view diff] no match in snippet view article find links to article

Spanos, A., D. F. Hendry and J. James Reade (2008). "Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing*." Oxford

1973 oil crisis (17,767 words) [view diff] case mismatch in snippet view article find links to article

Perron, Pierre (1989). "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis" (PDF). Econometrica. 57 (6): 1361–1401. doi:10.2307/1913712

Law of one price (1,982 words) [view diff] exact match in snippet view article find links to article

the law of one price. The law of one price is tested using two panel unit root methodologies and a unique data set comprising price indices for 51 products

Graciela González Farías (207 words) [view diff] case mismatch in snippet view article find links to article

the North Carolina State University. Her doctoral dissertation, A New Unit Root Test for Autoregressive Time Series, was jointly supervised by David Dickey

Jürgen Wolters (179 words) [view diff] case mismatch in snippet view article find links to article

1080/07350015.1995.10524577. Hassler, Uwe; ——— (1994). "On the Power of Unit Root Tests Against Fractional Alternatives". Economics Letters. 45 (1): 1–5

Helmut Lütkepohl (340 words) [view diff] case mismatch in snippet view article find links to article

2005). Lanne, Markku; ———; Saikkonen, Pentti (2002). "Comparison of Unit Root Tests for Time Series with Level Shifts". Journal of Time Series Analysis

Pentti Saikkonen (162 words) [view diff] case mismatch in snippet view article find links to article

in 1986. Lanne, Markku; Lütkepohl, Helmut; ——— (2002). "Comparison of Unit Root Tests for Time Series with Level Shifts" (PDF). Journal of Time Series

M. Hashem Pesaran (759 words) [view diff] exact match in snippet view article find links to article

Mohammad Hashem Pesaran; L. Vanessa Smith; Takashi Yamagata (2008). Panel unit root tests in the presence of a multifactor error structure. CESifo. Retrieved

Kenneth D. West (876 words) [view diff] case mismatch in snippet view article find links to article

West, Kenneth D. (1988). "Asymptotic Normality, When Regressors Have a Unit Root". Econometrica. 56 (6): 1397–1417. doi:10.2307/1913104. JSTOR 1913104

Ratooning (3,339 words) [view diff] exact match in snippet view article find links to article

subject to soil and weather conditions. Ghosh et al. observed that, per unit root weight, shoots developed relatively more in the settlings raised from

Plant growth analysis (2,730 words) [view diff] exact match in snippet view article find links to article

roots, SAR the specific uptake rate of the roots (moles of E taken up per unit root mass and per time), and [E] the concentration of element E in the plant

List of Clarivate Citation laureates in Economic Sciences (327 words) [view diff] exact match in snippet view article find links to article

David Dickey (born 1945) United States "for the statistical tests of a unit root in time-series analysis (Dickey and Fuller) and the statistical analysis