Keywords: آزمون ریشه واحد; C32; O41; real convergence; unit root tests; OPEC countries; structural breaks;
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Keywords: آزمون ریشه واحد; Wine market; Efficiency; Sharp and smooth breaks; Unit root tests;
Keywords: آزمون ریشه واحد; C22; F43; O47; Economic growth; Income convergence; Unit root tests;
Keywords: آزمون ریشه واحد; Time series analysis; Unit root tests; Gini regression; Bootstrap;
Keywords: آزمون ریشه واحد; Federal Funds Rate; Prime rate; Federal Reserve Bank; Monetary policy; Commercial banks; Vector Auto Regression (VAR); Vector Error Correction (VEC); Interest rate targeting; Unit root tests; Granger causality; Variance decomposition;
Keywords: آزمون ریشه واحد; C22; Linear trend; Unit root tests; Strong serial correlation;
Keywords: آزمون ریشه واحد; C22; E32; O40; Unit root tests; Quantile autoregression; GDP; Recessions; Asymmetries;
Keywords: آزمون ریشه واحد; C12; C15; C22; Initial condition; Recursive demeaning; Recursive detrending; Unit root tests;
Unemployment persistence in OECD countries after the Great Recession
Keywords: آزمون ریشه واحد; C22; E24; Unemployment rate; Unit root tests; Structural breaks; Half-lives;
Inflation convergence in the EMU
Keywords: آزمون ریشه واحد; Convergence; European Monetary Union; Inflation differentials; Unit root tests; Stationarity tests;
Panel versus GARCH information in unit root testing with an application to financial markets
Keywords: آزمون ریشه واحد; Panel data; Unit root tests; GARCH;
Purchasing power parity in OECD countries: Nonlinear unit root tests revisited
Keywords: آزمون ریشه واحد; C32; F15; Real exchange rates; Purchasing power parity; Nonlinearities; Unit root tests;
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
Keywords: آزمون ریشه واحد; C220; E400Asymmetric effects; Threshold models; Unit root tests; Interest rates
An alternative to unit root tests: Bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
Keywords: آزمون ریشه واحد; Unit root tests; Bridge estimation
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Keywords: آزمون ریشه واحد; C32; C33; C44; False discovery rate; Multiple testing; Unit root tests; Panel data; Bootstrap;
Exports, imports and growth: New evidence on Italy: 1863-2004
Keywords: آزمون ریشه واحد; F43; O11; N1; N7; Trade; Economic growth; Italy; Unit root tests; Cointegration analysis; Granger-causality;
Unemployment hysteresis: empirical evidence for Latin America
Keywords: آزمون ریشه واحد; C32; E24; O54; Latin America; unemployment; hysteresis hypothesis; unit root tests; endogenous structural changes; fractional integration;
Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
Keywords: آزمون ریشه واحد; F31; F33; F47PPP; Real exchange rates; Panel models; Unit root tests; Heterogeneity; Panel tests
Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data
Keywords: آزمون ریشه واحد; F31; G14; G15; C14; C15; C22Asia-Pacific foreign exchange market; Random walk and efficiency; Unit root tests; Variance-ratio tests; Simulation
On the purchasing power parity for Latin-American countries
Keywords: آزمون ریشه واحد; purchasing power parity; panel data; unit root tests; Latin America;
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Keywords: آزمون ریشه واحد; Unit root tests; STAR and SETAR models; GLS detrending; C12; C22; F31;
The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
Keywords: آزمون ریشه واحد; C22; F21; PPP; Real exchange rate; Unit root tests;
Unemployment hysteresis in OECD countries: Centurial time series evidence with structural breaks
Keywords: آزمون ریشه واحد; C22; C23; J64; Hysteresis; Unemployment rate; Unit root tests; Structural breaks; Half-lives;
Bivariate relative city price convergence in the United States: 1918–1997
Keywords: آزمون ریشه واحد; E31; F22Price index convergence; Purchasing power parity; Unit root tests; Cointegration
Simple panel unit root tests to detect changes in persistence
Keywords: آزمون ریشه واحد; C22; C23; Panel data; Unit root tests; Structural breaks;
A simple, robust and powerful test of the trend hypothesis
Keywords: آزمون ریشه واحد; C22; Linear trend; Strong serial correlation; Asymptotic normality; Power envelope; Unit root tests; Stationarity tests;
Properties of recursive trend-adjusted unit root tests
Keywords: آزمون ریشه واحد; C12; C22; Recursive trend adjustment; Unit root tests; Invariance;
On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data
Keywords: آزمون ریشه واحد; C22; E43; Dual long memory; Persistence; Real interest rate; Unit root tests;
On the performance of the DHF tests against nonstationary alternatives
Keywords: آزمون ریشه واحد; Seasonality; Vector of quarters; Unit root tests; DHF test
The impact of GARCH on asymmetric unit root tests
Keywords: آزمون ریشه واحد; GARCH; Unit root tests; Asymmetry; Consistent-threshold estimation; Size distortion;
Real convergence in Africa in the second-half of the 20th century
Keywords: آزمون ریشه واحد; C32; O41Real convergence; Unit root tests; Africa
Current account: mean-reverting or random walk behavior?
Keywords: آزمون ریشه واحد; F320; F300; Current account; Mean reversion; Unit root tests; Sustainability; Asian-5; Half-lives;
On the prevalence of trends in primary commodity prices
Keywords: آزمون ریشه واحد; O13; C22; Primary commodities; Unit root tests; Structural breaks;
The stationarity of consumption-income ratios: Evidence from minimum LM unit root testing
Keywords: آزمون ریشه واحد; C12; C22; Consumption-income ratio; Unit root tests; Structural break;
Time series modelling of global mean temperature for managerial decision-making
Keywords: آزمون ریشه واحد; Climate change; Forecasting; Unit root tests; ARIMA and GARCH models;