Pages that link to "Item:Q1112530"

The following pages link to Trends and random walks in macroeconomic time series (Q1112530):

Displaying 35 items.

• Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
• A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
• Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
• Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
• A data-based regional scale autoregressive rainfall-runoff model: a study from the Odra river (Q735154) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
• A note on the stationarity of the primary commodities relative price index (Q806754) (← links)
• Unit root testing (Q862778) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712) (← links)
• The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
• Some analysis of the long-run time series properties of consumption and income in the U.K (Q1206351) (← links)
• A simple multiple variance ratio test (Q1260679) (← links)
• Evaluating predictive performance of judgemental extrapolations from simulated currency series (Q1296356) (← links)
• The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
• Is there a unit root in U.S. real GNP? (Q1327987) (← links)
• Near-integration and deterministic trends (Q1370197) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
• Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
• Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
• Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
• Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
• Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
• A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
• Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
• Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
• A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)