Results 81 to 90 of about 96,433 (236)
Quantitative competition analysis: Stationarity tests in geographic market definition [PDF]
The paper focuses on the delineation of geographic markets in competition analysis, investigating the use of both quantitative and qualitative evaluation in the market definition exercise.
Willem Boshoff
core
ANALYSIS OF MATHEMATICAL MODELS USED FOR ECONOMETRICAL TIME SERIES FORECASTING
Российский технологический журнал, 2019 In the paper changes of the Russian citizens’ welfare are explored. The time lapse of the data is: 2000-2018. In the first part of the paper the representative individual samples of “The Russian Longitudinal Monitoring Survey - Higher School of Economics
D. A. Petrusevich
doaj +1 more source
Stationarity of Operator Algebras
Journal of Functional Analysis, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Strict stationarity testing and estimation of explosive ARCH models [PDF]
This paper studies the asymptotic properties of the quasi-maximum likelihood estimator of ARCH(1) models without strict stationarity constraints, and considers applications to testing problems.
Francq, Christian, Zakoian, Jean-Michel
core
Construction of Stationarity Tests with Less Size Distortions [PDF]
We propose a (trend) stationarity test with a good finite sample size even when a process is (trend) stationary with strong persistence; this is useful for distinguishing between a (trend) stationary process with strong persistence and a unit root ...
Kurozumi, Eiji
core
Testing Stationarity of Budgetary Position in Developing Countries [PDF]
In this paper, we examine stationarity properties of data on budget deficits for a cluster of twenty-seven developing countries (D-27) for the period spanning 1970 to 2003.
Ahmad Zubaidi Baharumshah +3 more
core
Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting
arXiv.org, 2022 Yong Liu +3 more
semanticscholar +1 more source
Panel Stationarity Tests with Cross-sectional Dependence [PDF]
We present a test of the null hypothesis of stationarity against unit root alternatives for panel data that allows for arbitrary cross- sectional dependence.
Steve Leybourne +2 more
core
Overview of some considerations related to non-stationarity
Presented to the International Stock Assessment Workshop, 27 November – 1 December 2023, University of Cape Town: 20 slides, titled: 'Overview of some considerations related to non-stationarity.'
Andre Punt (10691178)
core +1 more source