[PDF] Top 20 Testing for unit roots in time series data
Has 10000 "Testing for unit roots in time series data" found on our website. Below are the top 20 most common "Testing for unit roots in time series data".
Testing for unit roots in time series data
... alternative methods for testing a single unit root in a general time series... k large and for n.[r] ... See full document
36
Testing for unit roots in three dimensional heterogeneous panels in the presence of cross sectional dependence
... of testing the presence of unit roots in panels of data has received a great deal of attention over the past decade; see for instance Quah (1994), Maddala and Wu (1999) and more recently Im, ... See full document
10
Generalized Empirical Likelihood M Testing for Semiparametric Models with Time Series Data
... of testing for the correct specification of semiparametric models with time series data is ...semiparametric time series regression model is then used to showcase the ... See full document
26
Testing for unit roots in autoregressive moving average models: An instrumental variable approach
... In this paper we have proposed a test for a unit root in autoregressive moving average time series models based on an instrumental variable estimator. The main advantage of the instrumen[r] ... See full document
27
Testing Fractional Unit Roots with Non linear Smooth Break Approximations using Fourier functions
... non-linear unit root tests also applied the DF ...of time (see Enders and Lee, 2012a; 2012b) in a fractional testing ...the time series do not show any periodic ...non-linear ... See full document
33
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
... The paper is organised as follows. Section 2 sets up the model used to develop the panel version of the Franses (1991) monthly seasonal unit root test, which we shall refer to as the Franses-IPS (F-IPS) test. The ... See full document
30
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
... of unit roots in panels that exhibit cross-sectional dependency, Maddala and Wu (1999) and more recently Chang (2004) have considered bootstrapping unit root tests which, in the context of the ... See full document
8
Testing for seasonal unit roots in heterogeneous panels
... of unit roots in panels, that combines information from the time-series dimension with that from the cross-section dimension, such that fewer time observations are required for the test ... See full document
13
Testing for Unit Roots in Seasonal Time Series with Long Period.
... the unit roots test is its low ...non-seasonal unit root ...seasonal unit root tests and proposed near-efficient regression-based (HEGY) seasonal unit roots ... See full document
99
Testing for unit roots and cointegration in heterogeneous panels
... The results from the standard time-series tests were similar to those results for the full sample, where the unit root tests and the residual-based tests provided supporting evidence for[r] ... See full document
282
Download Download PDF
... Bond Testing for Cointegration: Following the empirical literature of Ozturk and Acaravci (2013), a long-run cointegration relationship between industrial output productions and the variables employed for the ARDL ... See full document
14
Testing fractional integration in macroeconomic time series
... economic time series found evidence in favour of seasonal unit ...monthly data and examined twelve U.S. macroeconomic series in monthly and quarterly ...seasonal unit root was ... See full document
351
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series
... economic time series, a choice must often be made between use of seasonally adjusted or unadjusted ...adjusted data will most likely have been through a procedure which implicitly assumes the ... See full document
32
Estimation for autoregressive processes with several unit roots
... Dickey, Hasza and Fuller (1984) obtained similar results for testing the unit roots in seasonal time series.. With the exception of Sen (1985), no one has considered the distribution of [r] ... See full document
35
Testing for Deterministic Components in Vector Seasonal Time Series
... linear time series models can be derived following the [1] approach to the problem of testing for a scalar error covariance matrix in linear regression models with non-spherical ...(MA) unit ... See full document
6
Research on the Relationship between Foreign Trade and the GDP Growth of East China—Empirical Analysis Based on Causality
... the time-series data and latest more stationary analysis methods are adopted for testing the relationships of the indexes of foreign tra- de and GDP of east ...use unit root, ... See full document
7
Unit Roots in Economic and Financial Time Series: A Re Evaluation based on Enlightened Judgement
... many time series in the Nelson-Plosser data set are found be trend- stationary including the real income and money ...rates series covered in Rapach and Weber’s (2004) study are found to be ... See full document
29
Estimation and testing of persistence in nonlinear and cyclical time series
... of unit roots in the series of the nominal and real interest rates over various time periods span ning from 1892 to ...For data spanning from 1953 to 1990 and for different subperiods, ... See full document
253
A Perspective on Unit Root and Cointegration in Applied Macroeconomics
... are time series and we are almost convinced that they are persistent (the hypothesis that they have unit roots cannot be rejected in many tests and many different models), we only need to know ... See full document
19
oa Journal of Development Perspectives - Official economic statistics in South Africa supply and demand a practitioner's assessment
... Particular concerns have related to time series inconsistency, lack of access to unit record data (at the level of the firm or enterprise), and omissions in important data formerly ava[r] ... See full document
15
Related subjects