Books on the topic 'Root of unity'

Andersen, H. H. Representations of quantum groups at Ap-TH root of unity and of semisimple groups in characteristic p:independence of p. Paris: Société mathématique de France, 1994.

Andersen, H. H. Representations of quantum groups at Ap-TH root of unity and of semisimple groups in characteristic p: independence of p. Paris: Société mathématique de France, 1994.

Andersen, H. H. Representations of quantum groups at a p-th root of unity and of semisimple groups in characteristic p: independence of p. Montrouge: Société mathématique de France, 1994.

Asian Peasant Women Dialogue on the General Agreement on Trade and Tariffs and Structural Adjustment Programs (1992 Antipolo, Philippines). Nurture the seeds of unity, take root, and reclaim our lives!: Papers on the Asian Peasant Women Dialogue on the General Agreement on Trade and Tariffs (GATT) and Structural Adjustment Programs (SAPs). Quezon City, Philippines: AMIHAN, National Federation of Peasant Women, 1993.

Godbout, Marie-Josée. Unit-root tests and excess returns. Ottawa: Bank of Canada, 1996.

Patterson, Kerry. A Primer for Unit Root Testing. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230248458.

Canada, Bank of. Unit-root tests and excess returns. Ottawa: Bank of Canada, 1996.

Pain, Nigel. Monetary policy changes and unit root statistics. London: National Institute of Economic and Social Research, 1992.

Burke, Simon P. A taxonomy of certain unit root tests. Reading: University of Reading. Department of Economics, 1993.

Leybourne, S. J. A simple test for a unit root. Nottingham: University of Nottingham, Dept. of Economics, 1992.

Magnus, Jan R. Least-squares autoregression with near-unit root. London: International Centre for Economics and Related Disciplines, 1988.

Guardia, Soledad M. Guarch. Unit root non-linear time series models. Manchester: UMIST, 1997.

Nicolas, Jacon, and SpringerLink (Online service), eds. Representations of Hecke Algebras at Roots of Unity. London: Springer-Verlag London Limited, 2011.

Geck, Meinolf, and Nicolas Jacon. Representations of Hecke Algebras at Roots of Unity. London: Springer London, 2011. http://dx.doi.org/10.1007/978-0-85729-716-7.

Mitchell, William F. Evidence of the unit root hypothesis in quarterly unemploymentrates. Callaghan: Dept. of Economics, University of Newcastle, 1995.

Cheung, Yin-Wong. Further investigation of the uncertain unit root in GNP. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1996.

Diebold, Francis X. Unit root tests are useful for selecting forecasting models. Cambridge, MA: National Bureau of Economic Research, 1999.

In-Moo, Kim, ed. Unit roots, cointegration, and structural change. Cambridge [England]: Cambridge University Press, 1998.

Unit roots in economic time series. Basingstoke: Palgrave Macmillan, 2004.

Time series, unit roots, and cointegration. San Diego: Academic Press, 1998.

Hjalmarsson, Erik. A residual-based cointegration test for near unit root variables. Washington, D.C: Federal Reserve Board, 2007.

Taylor, A. M. Robert. On the asymptotic properties of some seasonal unit root tests. Birmingham: University of Birmingham, Department of Economics, 2002.

Hjalmarsson, Erik. Estimation of average local-to-unity roots in heterogenous panels. Washington, D.C: Federal Reserve Board, 2006.

Phillips, Peter C. B. Lectures on unit roots, cointegration and nonstationarity. New Haven, CT: The author, 1995.

J, Smith Richard. Likelihood ratio tests for seasonal unit roots. Bristol: University of Bristol, Department of Economics, 1998.

Sahay, Surottam N. Testing for unit roots in macroeconomic variables. Bristol: Universityof Bristol, Department of Economics, 1996.

Cheung, Yin-Wong. Lag order and critical values of unit root tests: Two essays. Kowloon, Hong Kong: City Polytechnic of Hong Kong, Department of Economics and Finance, 1994.

Quah, Danny. Exploiting cross section variation for unit root inference in dynamic data. Stockholm: Stockholm University, Institute for International Economic Studies, 1993.

Mohanty, Prabir Kumar. Does seasonal pattern in Indian stock returns contain a unit root? Bangalore: Institute for Social and Economic Change, 2000.

Quah, Danny. Exploiting cross section variation for unit root inference in dynamic data. London: London School of Economics, Financial Markets Group, 1994.

Mills, T. C. Infrequent permanent shocks and the unit root in quarterly U.K. output. Hull: University of Hull, Department of Economics and Commerce, 1992.

William, Mitchell. Testing for unit roots in OECD unemployment rates. [Newcastle, N.S.W.]: University of Newcastle, Employment Studies Centre, 1992.

Kunst, Robert M. A Likelihood-Ratio Test for Seasonal Unit Roots. Wien: Inst.fur Hohere Studien, 1988.

Burke, Simon P. Augumented Dickey-Fuller unit root tests and the use of information criteria. Reading: University of Reading.Department of Economics, 1993.

Simper, Richard. The unit root hypothesis: A study of the UK building society industry. Sheffield: Sheffield University, School of Management, 1995.

Grazia, Zoia Maria, and Faliva Mario, eds. Dynamic model analysis: Advanced matrix methods and unit-root econometrics representation theorems. 2nd ed. Berlin: Springer, 2009.

Gil-Alaña, L. A. Testing of unit root and other nonstationary hypotheses in macroeconomic time series. London: Suntory and Toyota International Centres for Economics and Related Disciplines, 1996.

Sarantis, Nicholas. Is the consumption-income ratio stationary?: Evidence from panel unit root tests. Kingston upon Thames: Kingston University, Faculty of Human Sciences, 1998.

Long, J. Bradford De. On the existence and interpretation of a "Unit root" in U.S. GNP. Cambridge, MA: National Bureau of Economic Research, 1988.

McCallum, Bennett T. Unit roots in macroeconomic time series: Some critical issues. Cambridge, MA: National Bureau of Economic Research, 1993.

Time-series-based econometrics: Unit roots and co-integrations. Oxford: Oxford University Press, 1996.

Higgins, Matthew. Purchasing power parity: Three stakes through the heart of the unit root null. [New York, N.Y.]: Federal Reserve Bank of New York, 1999.

Dreger, Christian. Health care expenditures in OECD countries: A panel unit root and cointegration analysis. Bonn, Germany: IZA, 2005.

Room at the table: The struggle for unity and equality in Disciple's history. St. Louis, Mo: Chalice Press, 2009.

Indian Institute of Management, Ahmedabad., ed. Unit root tests: Results from some recent tests applied to select Indian macroeconomic variables. Ahmedabad: Indian Institute of Management, 2004.

Leybourne, Stephen J. Randomized unit root processes for modelling and forecasting financial time series: Theory and applications. Loughborough: Loughborough University of Technology, Department of Economics, 1995.

Freye, Enno. Cerebral Monitoring in the Operating Room and the Intensive Care Unit. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-1886-3.

Quah, Danny. What do we learn from unit roots in macroeconomic time series? Cambridge, Mass: Dept. of Economics, Massachusetts Institute of Technology, 1987.

Cerebral monitoring in the operating room and the intensive care unit. Dordrecht: Kluwer Academic Publishers, 1990.

Madsen, Peter G. A comparative study of finite sample properties of unit root tests: Evidence for ARIMA processes. [s.l.]: typescript, 1987.