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searching for Unit root test 5 found (12 total)

Dickey–Fuller test (1,349 words) [view diff] exact match in snippet view article find links to article

of the unit root test (the probability of rejecting the null hypothesis of a unit root when there is one) and the power of the unit root test (the probability

ADF-GLS test (545 words) [view diff] exact match in snippet view article find links to article

1992 as a modification of the augmented Dickey–Fuller test (ADF). A unit root test determines whether a time series variable is non-stationary using an

Phillips–Perron test (276 words) [view diff] exact match in snippet view article find links to article

Phillips–Perron test (named after Peter C. B. Phillips and Pierre Perron) is a unit root test. That is, it is used in time series analysis to test the null hypothesis

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

Hysteresis (economics) (850 words) [view diff] exact match in snippet view article

in U.S. state unemployment: new evidence using a nonlinear quantile unit root test". Applied Economics Letters. 25 (4): 249–253. doi:10.1080/13504851.2017