Unit root
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- Unit Root & Augmented Dickey-Fuller (ADF) Test
- Unit-Root Econometrics
- A Note on the Oil Price Trend and GARCH Shocks
- Unit Root Test for Panel Data AR(1) Time Series Model with Linear Time Trend and Augmentation Term
- 04 Time Series with Unit Root
- Unit Root Tests
- Powerful Unit Root Tests with Non-Normal Errors
- 1 Cointegration
- Dickey-Fuller
- Unit Root Testing with Slowly Varying Trends Arxiv:2003.04066V3 [Econ
- Unit Roots in Economic and Financial Time Series: a Re-Evaluation at the Decision-Based Significance Levels
- Unit Root Tests EC821: Time Series Econometrics, Spring 2003 Notes
- Autoregressive Conditional Root Model
- 2. Non-Stationary Univariate Time Series
- Regression with Non-Stationary Variables
- Maximum Likelihood Unit Rooting Test in the Presence GARCH: a New Test with Increased Power Steve Cook
- Autoregressive Unit Root
- An Introduction to Stochastic Unit Root Processes