'Unit root tests' presentation slideshows

Univariate Time Series

Univariate Time Series. Concerned with time series properties of single series. Denote y t to be observed value in period t Observations run from 1 to T Very likely that observations at different points in time are correlated as economic time series change only slowly. Stationarity.

1.52k views • 52 slides

Univariate Time Series

Univariate Time Series. Concerned with time series properties of single series. Denote y t to be observed value in period t Observations run from 1 to T Very likely that observations at different points in time are correlated as economic time series change only slowly. Stationarity.

615 views • 52 slides

modified JJ

Nonstationary Time Series Data and Cointegration. modified JJ. Prepared by Vera Tabakova, East Carolina University. Chapter 12: Nonstationary Time Series Data and Cointegration. 12.1 Stationary and Nonstationary Variables 12.2 Spurious Regressions 12.3 Unit Root Tests for Stationarity

437 views • 43 slides

14 Vector Autoregressions, Unit Roots, and Cointegration

14 Vector Autoregressions, Unit Roots, and Cointegration. What is in this Chapter?. This chapter discusses work on time-series analysis starting in the 1980s. First there is a discussion of vector autoregression models, Next we talk of the different unit root tests.

1.36k views • 42 slides

Chapter 12 modified JJ

Nonstationary Time Series Data and Cointegration. Chapter 12 modified JJ. Prepared by Vera Tabakova, East Carolina University. Chapter 12: Nonstationary Time Series Data and Cointegration. 12.1 Stationary and Nonstationary Variables 12.2 Spurious Regressions

686 views • 42 slides

Oil Price Fluctuations and Macroeconomic Performances in Asian and Oceanic Economies

553 views • 31 slides

An Enquiry into Efficiency of Futures Trading in Agricultural Commodities in India

437 views • 20 slides

Detecting periodically collapsing bubbles in securitized real estate

European Real Estate Society Meeting Stockholm, June 2009. Detecting periodically collapsing bubbles in securitized real estate. Keith Anderson Department of Economics, University of York, York, UK Chris Brooks ICMA Centre, Business School, University of Reading, Reading, UK

305 views • 17 slides

Energy Requirements and Industrial Growth in Nigeria: An Empirical Investigation

Energy Requirements and Industrial Growth in Nigeria: An Empirical Investigation. By Elijah Udoh & Nsikak Joshua. INTRODUCTION. Industrial development has been upheld as a catalyst for any economy wishing to move from a non-industrialized state to an industrialized one.

283 views • 17 slides