Results 271 to 280 of about 5,733,832 (305)

Unit root and stationarity tests’ wedding

Economics Letters, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Carrion-i-Silvestre, J. L., Sansó-i-Rosselló, A., Ortuño, M. A.   +2 more
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

A Gini-based unit root test

Computational Statistics & Data Analysis, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

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
openaire   +2 more sources

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.
openaire   +1 more source

‘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.
openaire   +1 more source

On unit root testing with smooth transitions

Computational Statistics & Data Analysis, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

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.
openaire  

Nonparametric tests for unit roots and cointegration

Journal of Econometrics, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

A nonparametric test for seasonal unit roots [PDF]

, 2009
We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter.
openaire   +1 more source