Keywords: آزمون ریشه واحد; Unit root test; Quantile autoregression; Flexible fourier form; Structural changes; C12; C13; C22;
مقالات ISI آزمون ریشه واحد (ترجمه نشده)
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Keywords: آزمون ریشه واحد; Ecological footprint; Linearity; Nonlinearity; Unit root test;
Keywords: آزمون ریشه واحد; Energy convergence; Unit root test; C50; Q40;
Keywords: آزمون ریشه واحد; C12; C22; Likelihood ratio test; Unit root test; Bootstrap;
Keywords: آزمون ریشه واحد; C22; G10; G15; Unit root test; ESTAR unit root test; Nonlinear panel unit root test; PANIC;
Keywords: آزمون ریشه واحد; Time series analysis; Unit root test; Methodological framework; Money-price relationship in Nepal;
Keywords: آزمون ریشه واحد; C12; C15; Structural break; Fourier approximation; Unit root test;
Keywords: آزمون ریشه واحد; Energy convergence; Unit root test; Australia; C50; Q40;
Keywords: آزمون ریشه واحد; Unit root test; Additive noise; Parameter-free distribution;
Keywords: آزمون ریشه واحد; Bayesian model selection; Markov chain Monte Carlo; Multiple structural breaks; OECD unemployment rates; Unit root test;
Keywords: آزمون ریشه واحد; C13; C33; Unit root test; Panel data; Local asymptotic power;
Keywords: آزمون ریشه واحد; C12; C22; G12; Vasicek model; In-fill asymptotics; Long-span asymptotics; Double asymptotics; Unit root test;
Keywords: آزمون ریشه واحد; C12; C13; C33; Unit root test; Panel data; Deterministic trend; Polynomial trend function; Recursive detrending;
Keywords: آزمون ریشه واحد; Japanese local price index; Convergence; Pairwise approach; Unit root test;
Keywords: آزمون ریشه واحد; C12; C13; C33; Unit root test; Deterministic trend; Recursive detrending;
Keywords: آزمون ریشه واحد; C22; Unit root test; Multiple breaks in trend; Minimum Dickey-Fuller test; Local GLS detrending;
Keywords: آزمون ریشه واحد; C12; C32Deterministic components; Exponential smooth transition autoregressive; Unit root test
A new approach to energy consumption per capita stationarity: Evidence from OECD countries
Keywords: آزمون ریشه واحد; Energy consumption; Unit root test; Stationarity; OECD;
Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions
Keywords: آزمون ریشه واحد; Asian stock markets; Mean reversion; Unit root test; Stationary test; Fourier function; C12; C22; G12;
Is there a structural change in the persistence of WTI-Brent oil price spreads in the post-2010 period?
Keywords: آزمون ریشه واحد; Price spread; Structural change; CUSUM of squares-based test; Unit root test;
Analysis of the stainless steel market in the EU, China and US using co-integration and VECM
Keywords: آزمون ریشه واحد; Price follower; Granger causality; Income import demand; Income elasticity; Unit root test;
The power of PANIC
Keywords: آزمون ریشه واحد; C12; C13; C33; Unit root test; Panel data; Incidental trends; Common factors; Local asymptotic power;
A simple test for nonstationarity in mixed panels with incidental trends
Keywords: آزمون ریشه واحد; C13; C33; Unit root test; Panel data; Incidental trends; Bias correction; Local asymptotic power;
Are fluctuations in energy consumption transitory or permanent? Evidence from a Fourier LM unit root test
Keywords: آزمون ریشه واحد; Energy consumption; Fourier function; Structural breaks; Unit root test;
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null
Keywords: آزمون ریشه واحد; Unit root test; Trend break; Minimum Dickey–Fuller test
On the choice of test for a unit root when the errors are conditionally heteroskedastic
Keywords: آزمون ریشه واحد; Unit root test; Conditional heteroskedasticity; ARCH
Unified asymptotic theory for nearly unstable AR(pp) processes
Keywords: آزمون ریشه واحد; Fractional Brownian motion; Jordan canonical form; Least squares; Lévy area; Nearly unstable autoregressive model; Unit root test
On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan
Keywords: آزمون ریشه واحد; C22; H26; O17; Underground economy; Effective tax rate; Unit root test;
On the asymptotic distribution of a unit root test against ESTAR alternatives
Keywords: آزمون ریشه واحد; Unit root test; ESTAR; Asymptotic distribution; Itô’s Lemma
An infimum coefficient unit root test allowing for an unknown break in trend
Keywords: آزمون ریشه واحد; C22; Unit root test; Trend break; Minimum Dickey-Fuller test;
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Keywords: آزمون ریشه واحد; C22; Unit root test; Trend uncertainty; Initial condition uncertainty; Asymptotic power; Union of rejections decision rule;
Covariate unit root tests with good size and power
Keywords: آزمون ریشه واحد; Unit root test; Truncation lag; Information criteria; Vector autoregression
Unit root testing under a local break in trend
Keywords: آزمون ریشه واحد; C22; Unit root test; Local trend break; Union of rejections; Adaptive critical values; Asymptotic local power;
Are shocks to commodity prices persistent?
Keywords: آزمون ریشه واحد; Commodity prices; Unit root test; GARCH; Persistent; Transitory; Structural break
Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)
Keywords: آزمون ریشه واحد; G20; G23; Pension fund; Unit root test; Cointegration analysis; Causality test;
The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)
Keywords: آزمون ریشه واحد; G20; G23; Pension fund; Unit Root Test; Cointegration analysis; Causality test;
Oil price shocks and their short- and long-term effects on the Chinese economy
Keywords: آزمون ریشه واحد; Q43; Q41; Q48; O13; O53; P22; E22; E23; Structural vector auto-regressive model; Unit root test; Error-correction model; Oil-price shocks; Price transmission mechanisms; Investment; Output; Producer/consumer price index; Census X-12 approach; China;
Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts
Keywords: آزمون ریشه واحد; Markov level shifts; Unit root test; Multiple level shifts; Size; Power;
The uncertain unit root in real GNP: A re-examination
Keywords: آزمون ریشه واحد; C22; N1; GNP; Output persistence; Unit root test; Outliers;
The size performance of a nonparametric unit root test under a variance shift
Keywords: آزمون ریشه واحد; Unit root test; Variance shift; Size distortion
Technological change: Random shock or conscious choice?
Keywords: آزمون ریشه واحد; Strategic choice; Technological determinism; Schumpeter's entrepreneur; Real business cycle theory; Unit root test;
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Keywords: آزمون ریشه واحد; C12; C13; C23; Dynamic panel data models; Maximum likelihood; Multi-index asymptotics; Efficiency bounds; Unit root test;
GLS detrending and unit root testing
Keywords: آزمون ریشه واحد; C12; C15; C22; Autoregressive estimator; GLS detrending; Unit root test; Power;
Testing for unit roots in time series models with non-stationary volatility
Keywords: آزمون ریشه واحد; C30; C32; Unit root test; Integrated process; Non-stationary volatility; Variance profile;
Tests for asymmetry in possibly nonstationary dynamic panel models
Keywords: آزمون ریشه واحد; C12; C32; C33; Gaussian asymptotics; Instrumental variable estimation; Unit root test;
The informational value of unemployment statistics: A note on the time series properties of participation rates
Keywords: آزمون ریشه واحد; C22; E24; J21; Hysteresis; Unit root test;
Non-renewable resource prices: Deterministic or stochastic trends?
Keywords: آزمون ریشه واحد; Q31; C12; C53Commodity prices; Structural breaks; Unit root test; Forecasting
An instrumental variable approach for panel unit root tests under cross-sectional dependence
Keywords: آزمون ریشه واحد; C12; C32; C33; Cross-sectional dependence; Gaussian asymptotics; Instrumental variable estimation; Unit root test;
Using panel data to increase the power of modified unit root tests in the presence of structural breaks
Keywords: آزمون ریشه واحد; Unit root test; Panel data; Structural change; Response surface; Monte Carlo simulation;