نتایج جستجو برای: keywords unit root test

تعداد نتایج: 3087081  

Journal: :اقتصاد و توسعه کشاورزی 0
محمد قهرمان زاده خدیجه الفی

agriculture as one of the major economic sectors of iran, has an important role in gross domestic production by providing about 14% of gdp. this study attempts to forecast the value of the agriculture gdp using periodic autoregressive model (par), as the new seasonal time series techniques. to address this aim, the quarterly data were collected from march 1988 to july 1989. the collected data w...

Journal: :Journal of the American Statistical Association 2004

Journal: :Journal of Statistical Software 2009

2013
Zeynep I. Kalaylıoğlu Burak Bozdemir Sujit K. Ghosh Z. I. Kalaylıoğlu B. Bozdemir S. K. Ghosh

A series of returns are often modeled using stochastic volatility models. Many observed financial series exhibit unit-root non-stationary behavior in the latent AR(1) volatility process and tests for a unit-root become necessary, especially when the error process of the returns is correlated with the error terms of the AR(1) process. In this paper, we develop a class of priors that assigns posi...

2006
Christoph Hanck

Meta-analytic panel unit root tests such as Fisher’s χ2 test, which consist of pooling the p-values of time series unit root tests, are widely applied in practice. Recently, several Monte Carlo studies have found these tests’ Error-in-Rejection Probabilities (or, synonymously, size distortion) to increase with the number of series in the panel. We investigate this puzzling finding by modelling ...

Journal: :Community Literacy Journal 2012

Journal: :Osnabrücker Studien zur jüdischen und christlichen Bibel 2023

Free AccessImportant Keywordshttps://doi.org/10.14220/9783737013444.259SectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack Citations ShareShare onFacebookTwitterLinkedInRedditEmail About Previous chapter Next FiguresReferencesRelatedDetails Download book coverOsnabrücker Studien zur Jüdischen und Christlichen Bibel.Volume 8 1st editionISBN: 978-3-8471-1344-7 eISBN: 978-3-7370-1344-4Hi...

Journal: :iran agricultural research 2015
a.m. hassanli sh. ahmadirad s. beecham

abstract- a detailed understanding of crop rooting systems will facilitate water use reduction, optimized nutrient uptake and irrigation scheduling more efficiently. a field experiment was conducted during 2005-2006 to investigate sugar beet rooting depth growth, irrigated with three irrigation methods (subsurface drip, surface drip and furrow) and two water qualities (recycled wastewater: ec= ...

2007
Robert Krol

Unit-root and variance-ratio tests are used to examine the trend properties and degree of persistence of industrial production in U.S. industries and comparable aggregates during the post World War I1 period. The evidence from unit-root tests suggests that less than one-half of these industries have output which may be characterized as a random walk. The variance-ratio test results generally su...

2013
Giray Gozgor

This paper aims to investigate stochastic properties of the consumption-income ratios in 11 Central and Eastern European (CEE) countries. We use the heterogeneous panel unit root tests those account for cross-sectional dependence and the Modified Augmented Dickey-Fuller unit root test over the period March 1997-September 2012 in quarterly data set. We find the strong mean-reversion in the consu...

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