Results 271 to 280 of about 1,613,594 (302)

Testing for Unit Roots in Market Shares*

Marketing Letters, 2001
A unique characteristic of marketing data sets is the logical consistency requirement in market share models that market shares are bounded by 0 and 1, and they sum to unity. To take account of this logical consistency requirement, we propose to test for unit roots in individual market share series within the context of a market share attraction (MCI ...
Franses, P.H.B.F., Srinivasan, S., Boswijk, H.P.   +2 more
openaire   +3 more sources

The Fractional Unit Root Distribution

Econometrica, 1990
Asymptotic distributions are derived for the ordinary least squares estimate of a first order autoregression model when the series is fractionally integrated. The fractional unit root distribution is introduced to describe the limiting distribution.
openaire   +1 more source

Unit Root Tests

2003
Many economic and financial time series exhibit trending behavior or non-stationarity in the mean. Leading examples are asset prices, exchange rates and the levels of macroeconomic aggregates like real GDP. An important econometric task is determining the most appropriate form of the trend in the data.
Eric Zivot, Jiahui Wang
openaire   +1 more source

Testing unit roots by bootstrap

2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PROCIDANO, Isabella, RIGATTI LUCHINI S.
openaire   +3 more sources

Unit roots and seasonal unit roots in macroeconomic time series

Economics Letters, 1991
Hahn Shik Lee, Pierre L. Siklos
openaire   +1 more source

A new unit root test with two structural breaks in level and slope at unknown time

Journal of Applied Statistics, 2010
Paresh Kumar Narayan
exaly  

Size and power properties of structural break unit root tests

Applied Economics, 2013
Paresh Kumar Narayan
exaly  

Are shocks to ecological balance permanent or temporary? Evidence from LM unit root tests

Journal of Cleaner Production, 2020
Veli Yilanci, Ugur Korkut Pata
exaly  

Testing for a unit root in the presence of a variance shift

Economics Letters, 1997
Shigeyuki Hamori
exaly  

Unit root properties of crude oil spot and futures prices

Energy Policy, 2008
Russell Smyth
exaly