Results 71 to 80 of about 183,596 (199)
Stationarity of Operator Algebras
Journal of Functional Analysis, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests [PDF]
Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and ...
Jesús Otero +2 more
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Stationary Graph Processes and Spectral Estimation
, 2017 Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides in more ...
Leus, Geert +3 more
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, 2016 In this paper, we show that the central limit theorem (CLT) satisfied by the data-driven Multidimensional Increment Ratio (MIR) estimator of the memory parameter d established in Bardet and Dola (2012) for d $\in$ (--0.5, 0.5) can be extended to a ...
Bardet, Jean-Marc, Dola, Béchir
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Projection estimators for autoregressive panel data models [PDF]
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.
Frank Windmeijer, Steve Bond
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Nominal interest rates and stationarity [PDF]
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates with different maturities and risk characteristics in Canada and the US.
Hyunsok Kim +2 more
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Are the EU new member states fiscally sustainable? An empirical analysis [PDF]
, 2005 This paper discusses the theoretical aspects of fiscal sustainability and identifies the main sources of fiscal non-sustainability from the perspective of both general equilibrium models and partial equilibrium models.
Jarmuzek, M.
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Time series behavior of the short-term real interest rates in industrial countries [PDF]
With quarterly data of a sample period starting from 1973, the conventional unit root tests reject the null of nonstationarity in favor of the alternative of linear stationarity for short-term real interest rates (RIRs) of non-European industrial ...
Su Zhou
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Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work [PDF]
It is common in applied econometrics to test the null hypothesis of a level-stationary process against the alternative of a unit root process. We show that the use of conventional asymptotic critical values for the stationarity tests of Kwiatkowski et al.
Caner, Mehmet, Kilian, Lutz
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