Results 251 to 260 of about 1,613,594 (302)

Understanding recent dynamics: prosperity and longevity in Ghana. [PDF]

open access: yesHealth Econ Rev
Sirin UA   +4 more
europepmc   +1 more source

Unit root tests

Wiley Interdisciplinary Reviews: Computational Statistics, 2017
Unit roots are nonstationary autoregressive (AR) or autoregressive moving average (ARMA) time series processes which may include an intercept and/or a trend. These processes are used often in economics and finance, but can also be found in other scientific fields. Unit root tests address the null hypothesis of a unit root, and an alternative hypothesis
exaly   +3 more sources

UNIT ROOTS IN WHITE NOISE [PDF]

open access: possibleEconometric 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
openaire   +3 more sources

Unit Roots [PDF]

open access: possible, 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

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