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Dynamics and Interdependence

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0004
Subject:
Economics and Finance, Econometrics

When two time series are integrated but not causally related, conventional tests reject up to 80% under the null, at a 5% nominal level. This ‘nonsense regressions’ phenomenon is analysed, and ... More


Case Study Two—Modelling Business Cycles

Qin Duo

in A History of Econometrics: The Reformation from the 1970s

Published in print:
2013
Published Online:
September 2013
ISBN:
9780199679348
eISBN:
9780191758416
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679348.003.0007
Subject:
Economics and Finance, Econometrics, History of Economic Thought

This chapter examines the evolution of econometric research in business cycle analysis mainly during the 1960-90 period. It shows how the research was dominated by an assimilation of the tradition of ... More


Modeling

Youseop Shin

in Time Series Analysis in the Social Sciences: The Fundamentals

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.003.0002
Subject:
Sociology, Law, Crime and Deviance

Chapter Two defines important concepts and explains the structure of time series data. Then, it explains the univariate time series modeling procedure, such as how to visually inspect a time series; ... More


Nonextensive Diffusion Entropy Analysis and Teen Birth Phenomena

N. Scafetta, P. Grigolini, P. Hamilton, and B. J. West

in Nonextensive Entropy: Interdisciplinary Applications

Published in print:
2004
Published Online:
November 2020
ISBN:
9780195159769
eISBN:
9780197562024
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195159769.003.0021
Subject:
Earth Sciences and Geography, Atmospheric Sciences

A complex process is often a balance between nonscaling and scaling components. We show how the nonextensive Tsallis g-entropy indicator may be interpreted as a measure of the nonscaling condition ... More


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