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Find link is a tool written by Edward Betts.Longer titles found: Unit root test (view)
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List of publications in economics
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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 fromDaqing 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 ofAutoregressive 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 classicalSingular 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. TheAlgebraic number (2,302 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 SomeDenise R. Osborn (2,497 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), EconometricDavid 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 (182 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 econometricsWayne 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 AnalysisWerner 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), Econometric1970s 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, PrincetonBernd 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):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): 1–5Graciela 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 DickeyPentti 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 SeriesDavid 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*." OxfordCatalonia (21,860 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 MarketingLaw of one price (1,997 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 products1973 oil crisis (18,443 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:10.2307/1913712M. 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. RetrievedKenneth 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 1913104Walter Enders (287 words) [view diff] no match in snippet view article find links to article
to defensive counteractions. Enders, Walter, and Clive Granger.(1988) "Unit-root tests and asymmetric adjustment with an example using the term structureRatooning (3,343 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 fromPlant growth analysis (2,771 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 plantSteven 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 consideredList 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