Search Results

Copula-Based Time Series With Filtered Nonstationarity,
Xiaohong Chen, Zhijie Xiao and Bo Wang, from Cowles Foundation for Research in Economics, Yale University (2020)
Keywords: Residual copula, Cointegration, Unit Root, Nonstationarity, Nonlinearity, Tail Dependence, Semiparametric

Accounting for Heterogeneity and Nonstationarity in a Cross-Sectional Model of Consumer Purchase Behavior,
Peter S. Fader and James M. Lattin, in Marketing Science (1993)
Keywords: choice models, brand loyalty, heterogeneity, nonstationarity

Semi-parametric copula-based models under non-stationarity,
Bouchra R. Nasri, Bruno N. Rémillard and Taoufik Bouezmarni, in Journal of Multivariate Analysis (2019)
Keywords: Conditional distribution; Copulas; Covariates; Non-stationarity;

A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity,
Paulo Rodrigues and Antonio Rubia, in Statistical Papers (2008)
Keywords: Maximum likelihood estimation, Nonstationarity, Volatility, Interest rates,

Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter,
Daniele Ballinari and Simon Behrendt, in Finance Research Letters (2020)
Keywords: Investor sentiment; Structural breaks; Nonstationarity; Group Lasso;

Research on the Degree of Non-Stationarity in Extreme Precipitation in the Continental United States,
Junbo Shao, Jingcai Wang, Wenyue Wang, Fan Li and Chen Wu, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2024)
Keywords: Degree of non-stationarity, Distribution change, Return period, The response of distribution to non-stationarity, Extreme precipitation

Explanatory power of earnings for returns: nonstationarity, disaggregation and timeliness,
John J. Wild and Jonathan M. Wild, in Review of Accounting and Finance (2022)
Keywords: Earnings and returns, Earnings disaggregation, Management forecasts, Timeliness, Nonstationarity, Accounting concepts, Accounting conservatism, Earnings components

Copula-based time series with filtered nonstationarity,
Xiaohong Chen, Zhijie Xiao and Bo Wang, in Journal of Econometrics (2022)
Keywords: Residual copula; Cointegration; Unit root; Nonstationarity; Nonlinearity; Tail dependence; Semiparametric; Generated regressors; GNP and CAY residuals;

Semiparametric estimation in triangular system equations with nonstationarity,
Jiti Gao and Peter Phillips, in Journal of Econometrics (2013)
Keywords: Endogeneity; Integrated process; Nonstationarity; Partial linear model; Simultaneity; Vector semiparametric regression;

On the effect of mean-nonstationarity in dynamic panel data models,
Kazuhiko Hayakawa, in Journal of Econometrics (2009)
Keywords: Dynamic panel data models Strength of instruments Generalized method of moments estimator Mean-nonstationarity

Prewhitened long-run variance estimation robust to nonstationarity,
Alessandro Casini and Pierre Perron, in Journal of Econometrics (2024)
Keywords: Asymptotic minimax MSE; Data-dependent bandwidths; HAC; HAR; Long-run variance; Nonstationarity; Prewhitening; Spectral density;

Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix,
Lung-Fei Lee and Jihai Yu, in Spatial Economic Analysis (2009)
Keywords: Near unit root, spatial nonstationarity, spurious regression, C13, C23, R15,

Spatial nonstationarity in the stochastic frontier model: An application to the Italian wine industry,
Francesco Vidoli, Concetta Cardillo, Elisa Fusco and Jacopo Canello, in Regional Science and Urban Economics (2016)
Keywords: Spatial nonstationarity; Spatial stochastic frontier model; Wine; Efficiency;

Identification of the Non-stationarity of Floods: Changing Patterns, Causes, and Implications,
Saiyan Liu, Shengzhi Huang, Yangyang Xie, Hao Wang, Guoyong Leng, Qiang Huang, Xiaoting Wei and Lu Wang, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2019)
Keywords: Flood, Nonstationarity, Variance change point, The Schwarz information criterion-based test

The Effect of Nonstationarity in Rainfall on Urban Flooding Based on Coupling SWMM and MIKE21,
Linhan Yang, Jianzhu Li, Aiqing Kang, Shuai Li and Ping Feng, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2020)
Keywords: Urban flooding, Nonstationarity, Extreme precipitation, GAMLSS, Coupled model

Flood scaling under nonstationarity in Daqinghe River basin, China,
Jianzhu Li, Qiushuang Ma, Yu Tian, Yuming Lei, Ting Zhang and Ping Feng, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2019)
Keywords: Flood scaling, Annual maximum flood peak, Nonstationarity, Flood quantiles

Disentangling the source of non-stationarity in a panel of seasonal data,
Hsu Shih-Hsun, in Studies in Nonlinear Dynamics & Econometrics (2021)
Keywords: common factor, consumer price index, pooled test, purchasing power parity, seasonal non-stationarity, seasonal panels, seasonal unit roots

Extended modulating functions for simulation of wind velocities with weak and strong nonstationarity,
Jinhua Li, Chunxiang Li, Liang He and Jianhong Shen, in Renewable Energy (2015)
Keywords: Simulation; Nonstationary wind velocities; Weak and strong nonstationarity; Extended modulating function; Spectral representation; Spline interpolation algorithm;

The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity,
Alessandro Casini, in Journal of Econometrics (2024)
Keywords: Asymptotic expansion; Fixed-b; HAC standard errors; HAR inference; Long-run variance; Nonstationarity;

Identifying spatial nonstationarity in German regional firm start-up data,
Sven Müller, in Review of Regional Research: Jahrbuch für Regionalwissenschaft (2012)
Keywords: Geographically weighted regression, Spatial nonstationarity, Regional firm start-ups, Germany, Entrepreneurship, Economic Geography,

Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective,
Andreas Koutris, Maria Heracleous and Aris Spanos, in Econometric Reviews (2008)
Keywords: Berstein polynomials, t -Heterogeneity, Maximum Entropy bootstrap, Nonstationarity, Parameter t -invariance, Rolling window estimates,

Universal approach to overcoming nonstationarity, unsteadiness and non-Markovity of stochastic processes in complex systems,
Renat M. Yulmetyev, Anatolii V. Mokshin and Peter Hänggi, in Physica A: Statistical Mechanics and its Applications (2005)
Keywords: Stochastic processes; Complex systems; Non-Markovity; Localization procedure; Nonstationarity; Unsteadiness;

Spatial Non-Stationarity Effects of Unhealthy Food Environments and Green Spaces for Type-2 Diabetes in Toronto,
Haoxuan Ge and Jue Wang, in Sustainability (2023)
Keywords: diabetes; spatial non-stationarity; environmental health; spatial autocorrelation; GIS

Effects of Non-Stationarity on Flood Frequency Analysis: Case Study of the Cheongmicheon Watershed in South Korea,
Sang Ug Kim, Minwoo Son, Eun-Sung Chung and Xiao Yu, in Sustainability (2018)
Keywords: flood frequency analysis; non-stationarity; climate change; uncertainty

Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition,
Christophe Hurlin and Rafal Kierzenkowski, from William Davidson Institute at the University of Michigan (2003)
Keywords: monetary standard and regimes, non-stationarity and cointegration, transition, Poland.

Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach,
Alexandros Milionis, from Bank of Greece (2003)
Keywords: Applied time series analysis, economic time series, Box-Jenkins modelling, variance non-stationarity, conditional variance, outlier analysis, efficient market hypothesis.

Electricity demand planning forecasts should consider climate non-stationarity to maintain reserve margins during heat waves,
Daniel Burillo, Mikhail V. Chester, Benjamin Ruddell and Nathan Johnson, in Applied Energy (2017)
Keywords: Climate non-stationarity; Electric power infrastructure; Peak demand; Risk management; Structural equation modeling;

MIRA: Model-Based Imagined Rollouts Augmentation for Non-Stationarity in Multi-Agent Systems,
Haotian Xu, Qi Fang, Cong Hu, Yue Hu and Quanjun Yin, in Mathematics (2022)
Keywords: multi-agent system; non-stationarity; model-based reinforcement learning; meta-learning

The pyrogeography of sub-Saharan Africa: a study of the spatial non-stationarity of fire–environment relationships using GWR,
Ana Sá, José Pereira, Martin Charlton, Bernardo Mota, Paulo Barbosa and A. Stewart Fotheringham, in Journal of Geographical Systems (2011)
Keywords: Africa, Burned areas, GWR, OLS, Spatial non-stationarity, C12, C13, C21,

Spatial Non-stationarity in Opioid Prescribing Rates: Evidence from Older Medicare Part D Beneficiaries,
Seulki Kim, Carla Shoff and Tse-Chuan Yang, in Population Research and Policy Review (2021)
Keywords: Opioid prescribing rate, Spatial non-stationarity, Geographically weighted regression, Medicare Part D prescription drug event

Influence of Inflow Nonstationarity on the Multipurpose Optimal Operation of Hydropower Plants Using Nonlinear Programming,
Alan de Gois Barbosa, Alcigeimes B. Celeste and Ludmilson Abritta Mendes, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2021)
Keywords: Reservoir system operation, São Francisco river basin, Nonlinear programming, Trend detection, Nonstationarity

A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence,
Angeliki N. Menegaki and Aviral Tiwari, in Quality & Quantity: International Journal of Methodology (2018)
Keywords: Cointegration, Cross-section dependence, Food–energy–water nexus, Heterogeneity, Non-stationarity

Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests,
Emrah Çevik, Erdal Atukeren and Turhan Korkmaz, in Empirical Economics (2013)
Keywords: Art market, Unit roots, Markov regime-switching model, Nonstationarity, Z11, C20, G11,

An Iterative PSD-Based Procedure for the Gaussian Stochastic Earthquake Model with Combined Intensity and Frequency Nonstationarities: Its Application into Precast Concrete Structures,
Xu-Yang Cao, in Mathematics (2023)
Keywords: stochastic earthquake model; nonstationarity; Gaussian; PSD; precast concrete structure; performance assessment

The Spatial Patterns of Land Surface Temperature and Its Impact Factors: Spatial Non-Stationarity and Scale Effects Based on a Geographically-Weighted Regression Model,
Hongbo Zhao, Zhibin Ren and Juntao Tan, in Sustainability (2018)
Keywords: urban heat island; spatial non-stationarity; spatial scale effect; geographically weighted regression model; Zhengzhou City

Non-Stationary Annual Maximum Flood Frequency Analysis Using the Norming Constants Method to Consider Non-Stationarity in the Annual Daily Flow Series,
Lihua Xiong, Tao Du, Chong-Yu Xu, Shenglian Guo, Cong Jiang and Christopher Gippel, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2015)
Keywords: Climate change, Non-stationarity, Flood frequency analysis (FFA), Norming constants method (NCM),

Grasshoppers exhibit asynchrony and spatial non-stationarity in response to the El Niño/Southern and Pacific Decadal Oscillations,
John M. Humphreys, Robert B. Srygley, Douglas Lawton, Amy R. Hudson and David H. Branson, in Ecological Modelling (2022)
Keywords: Agriculture; Causal inference; El Niño Southern Oscillation; Grasshoppers; Insects; Pacific Decadal Oscillation; Pest management; Spatial asynchrony; Spatial non-stationarity; Western United States;

Seasonal Nonstationarity and Near-Nonstationarity,
Eric Ghysels, Denise Osborn and Paulo Rodrigues, from CIRANO (1999)
Keywords: Deterministic/stochastic seasonality, seasonal unit roots, Saisonnalité déterministique et stochastique, racines unitaires saisonnières

Nonstationarity and Portfolio Choice,
Christopher B. Barry and Robert L. Winkler, in Journal of Financial and Quantitative Analysis (1976)

NONPARAMETRIC NONSTATIONARITY TESTS,
Federico M. Bandi and Valentina Corradi, in Econometric Theory (2014)

Spatial Nonstationarity and Autoregressive Models,
C Brunsdon, A S Fotheringham and M Charlton, in Environment and Planning A (1998)

Aspects of non-stationarity,
Burton Singer, in Journal of Econometrics (1982)

Reasoning from non-stationarity,
Zbigniew R. Struzik, Willem J. van Wijngaarden and Robert Castelo, in Physica A: Statistical Mechanics and its Applications (2002)

The effect of nonstationarity on combined forecasts,
Christopher M. Miller, Robert T. Clemen and Robert L. Winkler, in International Journal of Forecasting (1992)

Non-stationarity and meta-distribution,
Dominique Guegan, from HAL (2008)
Keywords: probability distribution function,non-stationarity,switching processes,SETAR processes,jumps,forecast,risk management,copula,non-stationnarité,processus à changements de régime,sauts,SETAR processus,management des risques,copules,PDF

Non-stationarity and meta-distribution,
Dominique Guegan, from HAL (2008)
Keywords: probability distribution function,non-stationarity,switching processes,SETAR processes,jumps,forecast,risk management,copula,non-stationnarité,processus à changements de régime,sauts,SETAR processus,management des risques,copules,PDF

Nonlinearities and Nonstationarities in Stock Returns,
Pedro J F de Lima, in Journal of Business & Economic Statistics (1998)

NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION,
Xiaofeng Shao, in Econometric Theory (2010)

Investigations of Nonstationarity in Prices,
A James Boness, Andrew H Y Chen and Som Jatusipitak, in The Journal of Business (1974)

Nonlinearity, nonstationarity, and spurious forecasts,
Vadim Marmer, in Journal of Econometrics (2008)

Episodic nonstationarity in exchange rates,
Christopher Brooks and Melvin Hinich, in Applied Economics Letters (1998)

Modeling nonstationarity in space and time,
Lyndsay Shand and Bo Li, in Biometrics (2017)

Nonlinearity, Nonstationarity and Spurious Forecasts,
Vadim Marmer, from University Library of Munich, Germany (2005)
Keywords: forecasting, integrated time series, misspecified models, nonlinear transformations, stock returns, dividend-price ratio.

Nonstationarity in job search theory,
Gerard van den Berg, from Tilburg University, School of Economics and Management (1987)
Keywords: Labour Economics; Economics

Nonstationarities in Stock Returns,
Cătălin Stărică and Clive Granger, in The Review of Economics and Statistics (2005)

Nonlinearities and Nonstationarities in Stock Returns,
Pedro JF de Lima, from The Johns Hopkins University,Department of Economics (1996)

Nonstationarity in Job Search Theory,
Gerard van den Berg, in The Review of Economic Studies (1990)

Nonlinearity, Nonstationarity, and Spurious Forecasts,
Vadim Marmer, from Vancouver School of Economics (2009)
Keywords: Forecasting; integrated time series; misspecified models; nonlinear transformations; stock returns

On Cointegration and Cryptocurrency Dynamics,
Georg Keilbar and Yanfen Zhang, from Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2020)
Keywords: Cointegration, VECM, Nonstationarity, Cryptocurrencies

On the Accuracy of the Simple Peak Hour Approximation for Markovian Queues,
Linda V. Green and Peter J. Kolesar, in Management Science (1995)
Keywords: queues, nonstationarity, approximations

A Note on Approximating Peak Congestion in Mt/G/\infty Queues with Sinusoidal Arrivals,
Linda V. Green and Peter J. Kolesar, in Management Science (1998)
Keywords: Queues, Nonstationarity, Approximations

Beta Instability and Stochastic Market Weights,
David H. Goldenberg, in Management Science (1985)
Keywords: finance, beta nonstationarity modelling

The Lagged PSA for Estimating Peak Congestion in Multiserver Markovian Queues with Periodic Arrival Rates,
Linda V. Green and Peter J. Kolesar, in Management Science (1997)
Keywords: queues, nonstationarity, approximations

On the inadmissibility of classical tests in unit-root-type situations,
Werner Ploberger, from Econometric Society (2004)
Keywords: testing, admissibility, nonstationarity

Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series,
Ladislav Krištoufek, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Correlations; Econophysics; Non-stationarity;

Testing of seasonal fractional integration in UK and Japanese consumption and income,
Luis Gil-Alana and Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2000)
Keywords: Fractional integration; nonstationarity; seasonality

The Pointwise Stationary Approximation for Queues with Nonstationary Arrivals,
Linda Green and Peter Kolesar, in Management Science (1991)
Keywords: queues, nonstationarity, approximation

On cointegration and cryptocurrency dynamics,
Georg Keilbar and Yanfen Zhang, in Digital Finance (2021)
Keywords: Cointegration, VECM, Nonstationarity, Cryptocurrencies

Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income,
Luis Gil-Alana and Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000)
Keywords: Fractional integration, nonstationarity, seasonality

Unit Roots,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1991)
Keywords: Nonstationarity, time series

Coping with Nonstationarity in Categorical Time Series,
Monnie McGee and Ian Harris, in Journal of Probability and Statistics (2012)

Testing for Structural Change under Nonstationarity,
Christis Katsouris, from arXiv.org (2023)

Nonstationarity, structural breaks and the Fisher effect,
Dimitrios Malliaropulos, from Economics and Finance Section, School of Social Sciences, Brunel University

Recursive mean adjustment and tests for nonstationarities,
Dong Wan Shin and Beong Soo So, in Economics Letters (2002)

Parameter nonstationarity in retail choice models,
Avijit Ghosh, in Journal of Business Research (1984)

A Multicountry Characterization of the Nonstationarity of Aggregate Output,
Roger Kormendi and Philip Meguire, in Journal of Money, Credit and Banking (1990)

Fiscal regimes and the (non)stationarity of debt,
Josef Hollmayr, from Deutsche Bundesbank (2018)
Keywords: DSGE, Markov-Switching, Fiscal Policy, Debt Sustainability

A Simple Test for Nonstationarity in Mixed Panels,
Serena Ng, in Journal of Business & Economic Statistics (2008)

Nonstationarity-extended local Whittle estimation,
Karim M. Abadir, Walter Distaso and Liudas Giraitis, in Journal of Econometrics (2007)

Nonstationarity in the Specification of the Environmental Kuznets Curve,
Hector O. Zapata and Krishna Paudel, from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) (2005)
Keywords: Environmental Economics and Policy

Forecasting under Long Memory and Nonstationarity,
Uwe Hassler and Marc-Oliver Pohle, from arXiv.org (2019)

The effects of nonstationarities on performance in call markets,
Douglas Davis and Arlington Williams, in Journal of Economic Behavior & Organization (1997)

Nonstationarity and Evaluation of Mutual Fund Performance,
Tom W. Miller and Nicholas Gressis, in Journal of Financial and Quantitative Analysis (1980)

The Nonstationarity of Money and Prices in Interdependent Economies,
Joseph Daniels and David VanHoose, in Review of International Economics (1999)

DURATION AND THE NONSTATIONARITY OF SYSTEMATIC RISK FOR BONDS,
Ali Jahankhani and George E. Pinches, in Journal of Financial Research (1982)

NONSTATIONARITY OF BETA AND TESTS OF MARKET EFFICIENCY,
Bill McDonald and William D. Nichols, in Journal of Financial Research (1984)

Cyclical non-stationarity in commodity prices,
Atle Oglend and Frank Asche, in Empirical Economics (2016)
Keywords: Commodity prices, Cycles, Unit roots, Agriculture

Testing diffusion processes for non-stationarity,
Jeff Hamrick and Murad Taqqu, in Mathematical Methods of Operations Research (2009)
Keywords: Nonparametric estimation, Diffusions, Purchasing power parity, Exchange rates, Stationarity,

Estimation in Threshold Autoregressive Models with Nonstationarity,
Jiti Gao, Dag Tjostheim and Jiying Yin, from University of Adelaide, School of Economics and Public Policy (2009)

Financial Risk Forecasting with Non-Stationarity,
Humphrey K. K. Tung and Michael C. S. Wong, from Palgrave Macmillan (2011)
Keywords: Mean Square Error, Support Vector Regression, Mean Absolute Error, Normalize Mean Square Error, Observe Time Series