TIME-SERIES ANALYSIS OF BETA-STATIONARITY AND ITS DETERMINANTS - A CASE OF PUBLIC UTILITIES

被引：9
|
作者：
CHEN, CR
机构：
来源：
FINANCIAL MANAGEMENT | 1982年 / 11卷 / 03期
关键词：
D O I：
10.2307/3664999
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：64 / 70
页数：7
相关论文
共 50 条
  • [1] On Stationarity of Elementary Bilinear Time-Series
    Malinski, Lukasz
    Figwer, Jaroslaw
    2011 16TH INTERNATIONAL CONFERENCE ON METHODS AND MODELS IN AUTOMATION AND ROBOTICS, 2011, : 157 - 161
  • [2] TESTING A TIME-SERIES FOR DIFFERENCE STATIONARITY
    MCCABE, BPM
    TREMAYNE, AR
    ANNALS OF STATISTICS, 1995, 23 (03): : 1015 - 1028
  • [3] INTEGRATION VERSUS TREND STATIONARITY IN TIME-SERIES
    DEJONG, DN
    NANKERVIS, JC
    SAVIN, NE
    WHITEMAN, CH
    ECONOMETRICA, 1992, 60 (02) : 423 - 433
  • [4] TESTING FOR STATIONARITY IN THE COMPONENTS REPRESENTATION OF A TIME-SERIES
    KWIATKOWSKI, D
    PHILLIPS, PCB
    SCHMIDT, P
    ECONOMETRIC THEORY, 1992, 8 (04) : 586 - 591
  • [5] A TEST FOR NON-STATIONARITY OF TIME-SERIES
    PRIESTLE.MB
    RAO, TS
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1969, 31 (01) : 140 - &
  • [6] DETERMINANTS OF MUNICIPAL FINANCE - TIME-SERIES ANALYSIS
    WHITELAW, WE
    ANNALS OF REGIONAL SCIENCE, 1969, 3 (02): : 85 - 99
  • [7] ON STATIONARITY AND ASYMPTOTIC INFERENCE OF BILINEAR TIME-SERIES MODELS
    LIU, J
    STATISTICA SINICA, 1992, 2 (02) : 479 - 494
  • [8] Univariate Time-Series Analysis of Public Debt
    Rajaraman I.
    Mukhopadhyay A.
    Journal of Quantitative Economics, 2004, 2 (2) : 122 - 134
  • [9] PUBLIC CONFIDENCE IN THE POLICE A Time-Series Analysis
    Sindall, Katy
    Sturgis, Patrick
    Jennings, Will
    BRITISH JOURNAL OF CRIMINOLOGY, 2012, 52 (04): : 744 - 764
  • [10] STATIONARITY TESTS IN TIME-SERIES MODEL-BUILDING
    ALI, MM
    THALHEIMER, R
    JOURNAL OF FORECASTING, 1983, 2 (03) : 249 - 257
12345