Results 251 to 260 of about 1,613,594 (302)
Understanding recent dynamics: prosperity and longevity in Ghana. [PDF]
Sirin UA +4 more
europepmc +1 more source
Significant impact of Bacillus licheniformis DW4, Salinicoccus sesuvii DW5 and Paenalcaligenes suwonensis DW7, in mitigation of seawater stress on the growth and productivity of Vicia Faba cultivated in Qalabshu semi-field soil. [PDF]
Wael D +3 more
europepmc +1 more source
Differences in functional traits of herbaceous plants in Sanjiang plain wetland under human disturbance gradient and their response strategies to environmental changes. [PDF]
Meng Q, Liu Z, Guo N, Liu J.
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
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 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]
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
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

