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Longer titles found: Unit root test (view)

searching for Unit root 27 found (63 total)

alternate case: unit root

List of 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 (166 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

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

Autoregressive model (5,421 words) [view diff] exact match in snippet view article find links to article

autoregressive model is not always stationary, because it may contain a unit root. Large language models are called autoregressive, but they are not a classical

Singular spectrum analysis (6,713 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 (2,312 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

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.

Yoosoon Chang (176 words) [view diff] exact match in snippet view article find links to article

of Econometrics 196.1 (2017): 127–143. Chang, Y. (2002). Nonlinear IV unit root tests in panels with cross-sectional dependency. Journal of econometrics

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.

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

Bernd Lucke (1,753 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):

1970s energy crisis (3,697 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

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

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

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

Graciela González Farías (1,107 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

David Forbes Hendry (2,046 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

Catalonia (21,581 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

1973 oil crisis (18,441 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 (1,985 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

M. Hashem Pesaran (770 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 (3,337 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

Steven Sperber (1,781 words) [view diff] exact match in snippet view article find links to article

infinite symmetric power L-functions, which carry information for the unit root L-function studied by Dwork and Fu-Wan. Libgober and Sperber considered

List of Clarivate Citation laureates in Economic Sciences (404 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