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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
- An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order
- Unit Root Tests
- Dfuller — Augmented Dickey–Fuller Unit-Root Test
- Econometrics II Non-Stationary Time Series and Unit Root Testing
- Lecture 8A: Spurious Regression
- Unit-Root Nonstationarity and Long-Memory
- Testing for a Unit Root in Time Series Regression Author(S): Peter C
- Advanced Quantitative Methods: Autocorrelation
- 1 Unit Root Tests
- Testing for a Unit Root in the Volatility of Asset Returns
- Lecture 6A: Unit Root and ARIMA Models 2
- Unit Roots in Moving Averages Beyond First Order
- Efficient Tests for an Autoregressive Unit Root
- Essays on Unit Root Testing in Time Series
- Unit Root Tests with Panel Data
- Trends and DF Tests
- 1 Unit Roots
- The Uncertain Unit Root in Real GNP