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Materias / palabras clave: Series (stratigraphy); Time series; Econometrics; Computer science; Control (management); Economics; Artificial intelligence; Machine learning; Paleontology; Biology

El libro presenta una colección de 50 ejercicios básicos de análisis de series temporales. Se ha concebido como material de apoyo y complemento a las clases teóricas relativas a las materias de Análisis de Series Te...

This paper models occasional, discrete shifts in the growth rate of a nonstationary series. Algorithms for inferring these unobserved shifts are presented, a byproduct of which permits estimation of parameters by maximum...

International audience

Materias / palabras clave: Series temporales; Modelos econométricos; Time-series analysis; Econometrics

Materias / palabras clave: Time-series analysis; Análisis de series temporales; Engineering; Ingeniería

David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, Vol. 74, No. 366 (Jun., 1979), pp. 427-431

This paper proposes new tests for detecting the presence of a unit root in quite general time series models. Our approach is nonparametric with respect to nuisance parameters and thereby allows for a very wide class of w...

The probability of a configuration is given in classical theory by the Boltzmann formula $\mathrm{exp}[\ensuremath{-}\frac{V}{\mathrm{hT}}]$ where $V$ is the potential energy of this configuration. For high temperatures ...

The history of the development of statistical hypothesis testing in time series analysis is reviewed briefly and it is pointed out that the hypothesis testing procedure is not adequately defined as the procedure for stat...

Most papers that employ Differences-in-Differences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severi...

Economic theory has suffered in the past from a failure to state clearly its assumptions. Economists in building up a theory have often omitted to examine the foundations on which it was erected. This examination is, how...

A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Niño–Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choi...

The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vect...

Importance: In December 2019, novel coronavirus (2019-nCoV)-infected pneumonia (NCIP) occurred in Wuhan, China. The number of cases has increased rapidly but information on the clinical characteristics of affected patien...

Importance: There is limited information describing the presenting characteristics and outcomes of US patients requiring hospitalization for coronavirus disease 2019 (COVID-19). Objective: To describe the clinical charac...