Results 271 to 280 of about 9,463,202 (307)

Unit-roots und Unit-root-Tests

2001
Unit-roots und Kointegration sind zwei Gebiete der Zeitreihenanalyse, die seit einigen Jahren Gegenstand intensiver Forschungsarbeiten sind und enge Verbindungen zur Okonometrie aufweisen. In der Tat spricht man deshalb heute auch von einer ″time series econometrics″.
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Testing for unit roots in heterogeneous panels

Journal of Econometrics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Im, Kyung So, Pesaran, M. Hashem, Shin, Yongcheol   +2 more
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Unit root and stationarity tests’ wedding

Economics Letters, 2001
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Carrion-i-Silvestre, J. L., Sansó-i-Rosselló, A., Ortuño, M. A.   +2 more
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Testing unit roots by bootstrap

2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PROCIDANO, Isabella, RIGATTI LUCHINI S.
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A Gini-based unit root test

Computational Statistics & Data Analysis, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Testing for Unit Roots and Non‐linear Transformations

Journal of Time Series Analysis, 1998
It is well known that the augmented Dickey–Fuller (ADF) test of unit roots in univariate time series is sensitive to non‐linear transformations: a common example is when variables expressed in logarithms are found to be stationary, whereas the same variables in levels are found to be non‐stationary.
Franses, Philip Hans, McAleer, Michael
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Unit Root Tests

2018
A process might be non-stationary without being a unit root. The two concepts are related, but they are not identical and it is common to confuse the two. We can have non-stationarity without it being due to a unit root. We could have a seasonal model. Or, we could have a deterministic trend.
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‘Objective’ bayesian unit root tests

Journal of Applied Econometrics, 1992
AbstractDue to weaknesses in traditional tests, a Bayesian approach is developed to investigate whether unit roots exist in macroeconomic time‐series. Bayesian posterior odds comparing unit root models to stationary and trend‐stationary alternatives are calculated using informative priors.
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On unit root testing with smooth transitions

Computational Statistics & Data Analysis, 2006
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Unit Root Tests [PDF]

, 1995
Classical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principles and recent developments. A numerical illustration and annotated references and bibliography are provided.
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