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Results 1 to 25 of 197

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On the robustness of cointegration methods when regressors almost have unit rootsELLIOTT, G.Econometrica. 1998, Vol 66, Num 1, pp 149-158, issn 0012-9682Article

A quadratic approximation to the Sendov radius near the unit circleMILLER, Michael J.Transactions of the American Mathematical Society. 2005, Vol 357, Num 3, pp 851-873, issn 0002-9947, 23 p.Article

A remark on rational octic reciprocityKWON, Soonhak.Proceedings of the Japan Academy. Series A Mathematical sciences. 2002, Vol 78, Num 2, pp 22-25, issn 0386-2194Article

Spurious rejections by Dickey-Fuller tests in the presence of a break under the nullLEYBOURNE, S. J; MILLS, T. C; NEWBOLD, P et al.Journal of econometrics. 1998, Vol 87, Num 1, pp 191-203, issn 0304-4076Article

The discontinuous trend unit root test when the break point is misspecifiedMORIMUNE, K; NAKAGAWA, M.Mathematics and computers in simulation. 1999, Vol 48, Num 4-6, pp 417-427, issn 0378-4754Article

Periodograms of unit root time series : Distributions and testsAKDI, Y; DICKEY, D. A.Communications in statistics. Theory and methods. 1998, Vol 27, Num 1, pp 69-87, issn 0361-0926Article

A momentum-threshold autoregressive unit root test with increased powerCOOK, Steven.Statistics & probability letters. 2004, Vol 67, Num 4, pp 307-310, issn 0167-7152, 4 p.Article

I(0) In, integration and cointegration out : Time series properties of endogenous growth modelsLAU, S.-H. P.Journal of econometrics. 1999, Vol 93, Num 1, pp 1-24, issn 0304-4076Article

Analysis of cointegration vectors using the GMM approachQUINTOS, C. E.Journal of econometrics. 1998, Vol 85, Num 1, pp 155-188, issn 0304-4076Article

On the eigenvalues of some transfer matricesFERNANDEZ, B; PINDOR, M.Journal of computational and applied mathematics. 1997, Vol 81, Num 2, pp 249-255, issn 0377-0427Article

Testing for unit roots with stationary covariatesELLIOTT, Graham; JANSSON, Michael.Journal of econometrics. 2003, Vol 115, Num 1, pp 75-89, issn 0304-4076, 15 p.Article

Are fluctuations in energy consumption per capita transitory? Evidence from TurkeyOZTURK, Ilhan; ASLAN, Alper.Energy exploration & exploitation. 2011, Vol 29, Num 2, pp 161-167, issn 0144-5987, 7 p.Article

Estimating break points in a time series regression with structural changesMAEKAWA, Koichi; ZONGLU HE; KIANHENG TEE et al.Mathematics and computers in simulation. 2004, Vol 64, Num 1, pp 95-101, issn 0378-4754, 7 p.Conference Paper

Inference in possibly integrated vector autoregressive models : Some finite sample evidenceYAMADA, H; TODA, H. Y.Journal of econometrics. 1998, Vol 86, Num 1, pp 55-95, issn 0304-4076Article

Unit root testing based on BLUS residualsVOUGAS, Dimitrios V.Statistics & probability letters. 2008, Vol 78, Num 13, pp 1943-1947, issn 0167-7152, 5 p.Article

Energy consumption and economic development in Sub-Sahara AfricaKEBEDE, Ellene; KAGOCHI, John; JOLLY, Curtis M et al.Energy economics. 2010, Vol 32, Num 3, pp 532-537, issn 0140-9883, 6 p.Article

The dynamics of crude oil price differentialsFATTOUH, Bassam.Energy economics. 2010, Vol 32, Num 2, pp 334-342, issn 0140-9883, 9 p.Article

Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root processNAGAKURA, Daisuke.Statistics & probability letters. 2009, Vol 79, Num 24, pp 2476-2483, issn 0167-7152, 8 p.Article

Unit roots : Periodogram ordinateBHATTACHARYYA, B. B; RICHARDSON, G. D; FLORES, P. V et al.Statistics & probability letters. 2006, Vol 76, Num 6, pp 641-651, issn 0167-7152, 11 p.Article

BIC-based unit-root detection : Simulation-based evidenceFUKUDA, Kosei.Applied mathematics and computation. 2006, Vol 183, Num 1, pp 518-521, issn 0096-3003, 4 p.Article

Minimizing the impact of the initial condition on testing for unit rootsELLIOTT, Graham; MÜLLER, Ulrich K.Journal of econometrics. 2006, Vol 135, Num 1-2, pp 285-310, issn 0304-4076, 26 p.Article

A PANIC attack on unit roots and cointegrationJUSHAN BAI; SERENA NG.Econometrica. 2004, Vol 72, Num 4, pp 1127-1177, issn 0012-9682, 51 p.Article

A bootstrap approximation to a unit root test statistic for heavy-tailed observationsHORVATH, Lajos; KOKOSZKA, Piotr.Statistics & probability letters. 2003, Vol 62, Num 2, pp 163-173, issn 0167-7152, 11 p.Article

Convergence des productivités européennes transition, rupture et racine unitaire = European productivity convergence, transition break and unit rootADJEMIAN, Stéphane.Annales d'économie et de statistique. 2003, Num 69, pp 31-53, issn 0769-489X, 23 p.Article

Unit root tests in the presence of uncertainty about the non-stochastic trendAYAT, L; BURRIDGE, P.Journal of econometrics. 2000, Vol 95, Num 1, pp 71-96, issn 0304-4076Article

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