kw.\*:("Racine unitaire")
Results 1 to 25 of 248
Selection :
Tests de racines unitaires saisonnières pour des données journalières = Seasonal unit root test for daily dataDARNE, Olivier; LITAGO, Javier; TERRAZA, Michel et al.Revue de statistique appliquée. 2002, Vol 50, Num 2, pp 71-91, issn 0035-175X, 21 p.Article
The solubility of diagonal cubic surfacesSWINNERTON-DYER, Peter.Annales scientifiques de l'Ecole normale supérieure. 2001, Vol 34, Num 6, pp 891-912, issn 0012-9593Article
On the asymptotic behaviour of unit-root tests in the presence of a Markov trendPSARADAKIS, Zacharias.Statistics & probability letters. 2002, Vol 57, Num 1, pp 101-109, issn 0167-7152, 9 p.Article
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
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration : theory and evidenceGRANGER, C. W. J; SIKLOS, P. L.Journal of econometrics. 1995, Vol 66, Num 1-2, pp 357-369, issn 0304-4076Article
Testing for a unit root in the presence of moving average errorsHALL, A.Biometrika. 1989, Vol 76, Num 1, pp 49-56, issn 0006-3444, 8 p.Article
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
Dickey-Fuller tests with trendKWIATKOWSKI, D; SCHMIDT, P.Communications in statistics. Theory and methods. 1990, Vol 19, Num 10, pp 3645-3656, issn 0361-0926, 12 p.Article
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
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
Cointegration and modelling dynamic economic relationships : Cointegrated systems. IIFIEBIG, D. G.Econometric reviews. 1994, Vol 13, Num 3, pp 337-343, issn 0747-4938Article
On time series with randomized unit root and randomized seasonal unit rootPAK WING FONG; WAI KEUNG LI.Computational statistics & data analysis. 2003, Vol 43, Num 3, pp 369-395, issn 0167-9473, 27 p.Article
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
Identification et estimation des paramètres d'une équation d'Euler en présence de variables intégrées et cointégrées = Identification and estimation of the parameters of an Euler equation in presence of integrated and cointegrated variablesBOUGHRARA, A.Journal de la Société de statistique de Paris. 1995, Vol 136, Num 3, pp 37-57, issn 0037-914XArticle
Deterministic seasonal models and spurious regressionsABEYSINGHE, T.Journal of econometrics. 1994, Vol 61, Num 2, pp 259-272, 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
Temporal aggregation and the power of tests for a unit rootPIERSE, R. G; SNELL, A. J.Journal of econometrics. 1995, Vol 65, Num 2, pp 333-345, issn 0304-4076Article
The effects of seasonally adjusting a periodic autoregressive processFRANSES, P. H.Computational statistics & data analysis. 1995, Vol 19, Num 6, pp 683-704, issn 0167-9473Article
Bayesian long-run prediction in time series modelsKOOP, G; OSIEWALSKI, J; STEEL, M. F. J et al.Journal of econometrics. 1995, Vol 69, Num 1, pp 61-80, issn 0304-4076Article
The limiting distribution of the autocorrelation coefficient under a unit rootABADIR, K. M.Annals of statistics. 1993, Vol 21, Num 2, pp 1058-1070, issn 0090-5364Article