Results 251 to 260 of about 1,605,650 (307)

Editorial: Integrative root responses to multiple environmental signals for plant resilience. [PDF]

Front Plant Sci
Sebastian J, Yamada M, García MJ, Miyazawa Y.   +3 more
europepmc   +1 more source

Reliability and Discriminant Ability of an Instrumented Timed Up and Go Test in People With Postsurgical Orthopedic Conditions: Quantitative Study. [PDF]

JMIR Rehabil Assist Technol
Giardini M, Arcolin I, Arcobelli VA, Picardi M, Mellone S, Godi M.   +5 more
europepmc   +1 more source

Outlier robust unit root analysis

, 1996
openaire   +2 more sources

UNIT ROOTS IN WHITE NOISE [PDF]

Econometric Theory, 2011
We show that the empirical distribution of the roots of the vector autoregression (VAR) of order p fitted to T observations of a general stationary or nonstationary process converges to the uniform distribution over the unit circle on the complex plane, when both T and p tend to infinity so that (ln T)/p → 0 and p3/T → 0.
Harald Uhlig, Alexei Onatski
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Unit roots: Periodogram ordinate

Statistics & Probability Letters, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bhattacharyya, B. B., Richardson, Gary D., Flores, P. V.   +2 more
openaire   +3 more sources

STOCHASTIC UNIT ROOT MODELS

Econometric Theory, 2006
This paper develops a dynamic switching model, with a random walk and a stationary regime, where the time spent in the random walk regime is endogeneously predetermined. More precisely, we assume that the process is recursively defined by
Gourieroux, Christian, Robert, Christian Y.   +1 more
openaire   +2 more sources

Unit Roots [PDF]

, 2008
Nonstationarity is certainly one of the most dominant and enduring characteristics of macroeconomic and financial time series. It therefore seems appropriate that this feature of the data be seriously addressed both in econometric methodology and in empirical practice. However, until recently this has not been the case.
openaire   +1 more source

Bootstrapping unit root tests

Applied Economics, 1997
Unit root tests have been known for a long time to suffer from a variety of problems. Considering that simulation methods are obvious candidates for solving some of these problems, the aim of this paper is to assess the performance of bootstrap tests of the unit root hypothesis of the Dickey–Fuller type.
DE ANGELIS D, FACHIN, Stefano, G. A. YOUNG   +2 more
openaire   +2 more sources