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Integration versus trend stationary in time series

Full text - MIT Libraries
DN DeJong, JC Nankervis, NE Savin… - Econometrica, 1992 - JSTOR
Page 1. Econometrica, Vol. 60, No. 2, (March, 1992), 423-433 NOTES AND COMMENTS
INTEGRATION VERSUS TREND STATIONARITY IN TIME SERIES BY DAVID N. DEJONG,
JOHN C. NANKERVIS, NE SAVIN, AND CHARLES H. WHITEMAN 1 ...
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The power problems of unit root test in time series with autoregressive errors

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DN DeJong, JC Nankervis, NE Savin… - Journal of …, 1992 - Elsevier
Monte Carlo methods are used to study the size and power of serial-correlation-corrected
versions of the Dickey-Fuller (1979,1981) unit root tests appropriate w.
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Reconsidering [] trends and random walks in macroeconomic time series'

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DN DeJong… - Journal of Monetary Economics, 1991 - Elsevier
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A Bayesian approach to dynamic macroeconomics

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DN DeJong, BF Ingram… - Journal of Econometrics, 2000 - Elsevier
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Population growth in US counties, 1840–1990

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PE Beeson, DN DeJong… - Regional Science and Urban …, 2001 - Elsevier
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A Bayesian approach to calibration

DN DeJong, BF Ingram… - Journal of Business & Economic …, 1996 - JSTOR
Page 1. A Bayesian Approach to Calibration David N. DEJONG Department of Economics,
University of Pittsburgh, Pittsburgh, PA 15260 Beth Fisher INGRAM and Charles H. WHITEMAN
Department of Economics, University of Iowa, Iowa City, IA 52242 ...
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Russia's internal border

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D Berkowitz… - Regional Science and Urban Economics, 1999 - Elsevier
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The temporal stability of dividends and stock prices: Evidence from the likelihood function

DN Dejong… - The American Economic Review, 1991 - JSTOR
Page 1. The Temporal Stability of Dividends and Stock Prices: Evidence from the
Likelihood Function By DAVID N. DEJONG AND CHARLES H. WHITEMAN* The
debate over whether the expected present value of dividends ...
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Policy reform and growth in post-Soviet Russia

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D Berkowitz… - European Economic Review, 2003 - Elsevier
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[PDF] Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations

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DN DeJong, BF Ingram… - Journal of Applied …, 2000 - Citeseer
Page 1. Keynesian Impulses Versus Solow Residuals: Identifying Sources of Business
Cycle Fluctuations David N. DeJong * , Beth F. Ingram ** , and Charles H. Whiteman **
First Version: May 1995 This Revision: June 1999 Abstract@ ...
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[BOOK] Promises of the Past: A History of Indian Education in the United States.

DH DeJong - 1993 - eric.ed.gov
ED371910 - Promises of the Past: A History of Indian Education in the United States.
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Co-integration and trend-stationarity in macroeconomic time series:: Evidence from the likelihood function

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DN DeJong - Journal of Econometrics, 1992 - Elsevier
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The cyclical behavior of skill acquisition

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DN DeJong… - Review of Economic Dynamics, 2001 - Elsevier
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Entrepreneurship and Post‐socialist Growth*

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D Berkowitz… - Oxford Bulletin of Economics and …, 2005 - Wiley Online Library
Skip to Main Content. ...
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Tariffs and growth: An empirical exploration of contingent relationships

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DN DeJong… - The Review of Economics and Statistics, 2006 - MIT Press
Page 1. TARIFFS AND GROWTH: AN EMPIRICAL EXPLORATION OF CONTINGENT
RELATIONSHIPS David N. DeJong and Marla Ripoll* Abstract—A large body of
empirical research indicates that countries with low policy ...
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The case for trend‐stationarity is stronger than we thought

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DN DeJong… - Journal of Applied Econometrics, 1991 - Wiley Online Library
Page 1. JOURNAL OF APPLIED ECONOMETRICS, VOL. 6, 413-421 (1991) THE CASE
FOR TREND-STATIONARITY IS STRONGER THAN WE THOUGHT DAVID N. DEJONG
Department of Economics, University of Piitsburgh AND ...
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Quantifying price liberalization in Russia

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D Berkowitz, DN DeJong… - Journal of Comparative Economics, 1998 - Elsevier
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The evolution of market integration in Russia

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D Berkowitz… - Economics of Transition, 2001 - Wiley Online Library
Page 1. Economics of Transition Volume 9 (1) 2001, 87–104 © The European Bank for
Reconstruction and Development, 2001. Published by Blackwell Publishers, 108 Cowley Road,
Oxford OX4 1JF, UK and 350 Main Street, Malden, MA 02148, USA. The evolution of market ...
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Accounting for growth in post-Soviet Russia

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D Berkowitz, D DeJong - 1997 - papers.ssrn.com
Abstract: In pursuit of its transition from a command to a market economy, post-Soviet Russia
has witnessed enormous regional differences in economic growth rates. Moreover, the
economic reforms implemented under this transition, while initiated at the federal level, ...
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Regional integration: An empirical assessment of Russia

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D Berkowitz… - Journal of Urban Economics, 2003 - Elsevier
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Accounting for growth in post-Soviet Russia

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D Berkowitz… - Regional Science and Urban Economics, 2002 - Elsevier
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[CITATION] Trends and cycles as unobserved components in US real GNP: A Bayesian perspective

DN DeJong… - Proceedings of the American Statistical Association, 1989
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Do self-control preferences help explain the puzzling behavior of asset prices?

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DN DeJong… - Journal of Monetary Economics, 2007 - Elsevier
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Entrepreneurship and post-socialist growth

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D Berkowitz… - 2001 - 141.213.232.243
Page 1. Entrepreneurship and Post-Socialist Growth By: Daniel Berkowitz and David N. DeJong
William Davidson Working Paper Number 406 October 2001 Page 2. Entrepreneurship and
Post-Socialist Growth Daniel Berkowitz and David N. DeJong* ...
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A nonlinear forecasting model of GDP growth

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DN DeJong, R Liesenfeld… - Review of Economics and …, 2005 - MIT Press
Page 1. A NONLINEAR FORECASTING MODEL OF GDP GROWTH David N. DeJong,
Roman Liesenfeld, and Jean-François Richard* Abstract—We develop a model
of GDP growth under which regime changes are triggered ...
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[CITATION] A Bayesian search for structural breaks in US GNP

DN Dejong - Advances in Econometrics, 1996 - JAI Press Inc.
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[BOOK] Cyclical implications of the variable utilization of physical and human capital

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DN DeJong… - 1996 - Citeseer
Page 1. Cyclical Implications of the Variable Utilization of Physical and Human Capital
David N. DeJong*, Beth F. Ingram**, Yi Wen***, and Charles H. Whiteman** August
1996 ABSTRACT We develop a business cycle model ...
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[HTML] Is immersion the key to language renewal

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DH DeJong - Journal of American Indian Education, 1998 - jaie.asu.edu
Journal of American Indian Education. Volume 37 Number 3 Spring 1998. IS IMMERSION THE
KEY TO LANGUAGE RENEWAL? David H. DeJong. This article reviews the literature to determine
the importance of immersion in language restoration (or preservation). ...
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The forecasting attributes of trend‐and difference‐stationary representations for macroeconomic time series

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DN DeJong… - Journal of Forecasting, 1994 - Wiley Online Library
Page 1. Journal of Forecasting, Vol. 13, 279-297 (1994) The Forecasting Attributes of Trend-
and Difference-Stationary Representations for Macroeconomic Time Series DAVID N. DEJONG
University of Pittsburgh, USA and CHARLES H. WHITEMAN University of lo wa, U. S. A. ...
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Modeling stock prices without knowing how to induce stationarity

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DN DeJong… - Econometric Theory, 1994 - Cambridge Univ Press
Page 1. Econometric Theory, 10, 1994, 701-719. Printed in the United States of America.
MODELING STOCK PRICES WITHOUT KNOWING HOW TO INDUCE STATIONARITY DAVID
N. DE JONG University of Pittsburgh CHARLES H. WHITEMAN University of Iowa ...
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Divergence

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PE Beeson… - Contributions in Macroeconomics, 2002 - degruyter.com
Jump to ContentJump to Main Navigation: ...
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Estimating moving average parameters: Classical pileups and Bayesian posteriors

DN DeJong… - Journal of Business & Economic Statistics, 1993 - JSTOR
Page 1. Journal of Business & Economic Statistics, July 1993, Vol. 11, No. 3 Estimating Moving
Average Parameters: Classical Pileups and Bayesian Posteriors David N. DeJong Department
of Economics, University of Pittsburgh, Pittsburgh, PA 15260 ...
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[BOOK] Integration: An Empirical Assessment of Russia

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D Berkowitz, DN DeJong… - 2002 - papers.ssrn.com
Page 1. THE WILLIAM DAVIDSON INSTITUTE AT THE UNIVERSITY OF MICHIGAN BUSINESS
SCHOOL Integration: An Empirical Assessment of Russia By: Daniel Berkowitz and David N.
DeJong William Davidson Working Paper Number 488 February 2002 Page 2. ...
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Growth in post-Soviet Russia: A tale of two transitions

D Berkowitz… - Journal of Economic Behavior & Organization, 2011 - Elsevier
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Economic consequences of Russia's internal border.

D Berkowitz, DN DeJong, P Wehrheim… - Russia's agro-food …, 2000 - cabdirect.org
Regional commodity-price data covering the period 1993-96 has been used to document the
existence of an internal economic border that divides Russia into two distinct economic regions:
the 'Red Belt' and the 'rest of Russia'. The Red Belt represents a group of regions that have ...
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[PDF] Self-control preferences and the volatility of stock prices

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D DeJong, M Ripoll - manuscript, April, 2003 - pages.stern.nyu.edu
Abstract We use a simple asset-pricing environment to study the ability of self-control
preferences to account for the behavior of aggregate annual stock prices and dividends.
Using as benchmarks results obtained using CRRA and habit/durability preferences, we ...
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Bayesian inference in limited dependent variable models. An application to measuring strike duration

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DN DeJong - Journal of Applied Econometrics, 1993 - Wiley Online Library
Page 1. JOURNAL OF APPLIED ECONOMETRICS, VOL. 8, 115-128 (1993) BAYESIAN
INFERENCE IN LIMITED DEPENDENT VARIABLE MODELS AN APPLICATION TO
MEASURING STRIKE DURATION D. N. DEJONG Department ...
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[PDF] On the structural stability of US GDP

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DN DeJong, H Dharmarajan, R Liesenfeld… - … of Economics, University …, 2004 - pitt.edu
Page 1. On the Structural Stability of US GDP David N. DeJong∗ Department of
Economics University of Pittsburgh Pittsburgh, PA 15260 Hariharan Dharmarajan
Department of Economics University of Pittsburgh Pittsburgh, PA 15260 ...
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Timing structural change: a conditional probabilistic approach

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DN DeJong, R Liesenfeld… - Journal of Applied …, 2006 - Wiley Online Library
Skip to Main Content. Wiley Online Library will be disrupted 3
Dec from 10-12 GMT for monthly maintenance. ...
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[CITATION] Analyzing VARs with Monetary Business Cycle Model Priors

D DeJong, BF Ingram… - Proceedings of the American Statistical …, 1993
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[CITATION] Are output fluctuations transitory? A Bayesian perspective

DN DeJong… - 1990 - Working paper
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[CITATION] Unit root tests or coin tosses for time series with autoregressive errors

DN DeJong, JC Nankervis, NE Savin… - University of Iowa, Dept of …, 1989
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Forced to Abandon Their Farms: Water Deprivation and Starvation among the Gila River Pima, 1892–1904

DH DeJong - American Indian culture and research journal, 2004 - aisc.metapress.com
Page 1. AMERICAN INDIAN CULTURE AND RESEARCH JOURNAL 28:3 (2004)
29–56 Forced to Abandon Their Farms: Water Deprivation and Starvation among the
Gila River Pima, 1892–1904 DAVID H. DEJONG [T]he Indians . . . ...
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[CITATION] More unsettling evidence on the perfect markets hypothesis

DN DeJong… - Economic Review, 1992 - econpapers.repec.org
By David N. DeJong and Charles H. Whiteman; More unsettling
evidence on the perfect markets hypothesis.
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[CITATION] Bayesian inference in dynamic equilibrium models: An application to the rational expectations model of the term structure

DN DeJong… - Bayesian Analysis in Statistics and Econometrics: …, 1996
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[PDF] Exploiting non-linearities in GDP growth for forecasting and anticipating turning points

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DN DeJong, H Dharmarajan, R Liesenfeld… - Review of Economics …, 2009 - pitt.edu
Page 1. Exploiting Non$Linearities in GDP Growth for Forecasting and Anticipating
Turning Points David N. DeJong Department of Economics University of Pittsburgh
Pittsburgh, PA 15260, USA Hariharan Dharmarajan Department ...
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[PDF] Keynes vs. Prescott and Solow: Identifying sources of business cycle fluctuations

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D DeJong, B Ingram… - Iowa macroeconmics Workshop, …, 1995 - idheap.ch
Abstract Who was closer to the source of business cycle fluctuations--Keynes or Prescott
and Solow? Two types of business-cycle impulses which have been associated with their
names--marginal efficiency of investment shocks (Keynes) and technology shocks ( ...
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Economic fragmentation in Russia: The influence of international trade and initial conditions

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D Berkowitz… - Economics of Governance, 2005 - Springer
Page 1. DOI: 10.1007/s10101-004-0092-8 Econ. Gov. (2005) 6: 253–268 c
Springer-Verlag 2005 Economic fragmentation in Russia: The influence of
international trade and initial conditions Daniel Berkowitz, David N. DeJong ...
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Towards a reconciliation of the empirical evidence on the monetary approach to exchange rate determination

DN DeJong… - The Review of Economics and Statistics, 1993 - JSTOR
Page 1. NOTES 123 TOWARDS A RECONCILIATION OF THE EMPIRICAL EVIDENCE
ON THE MONETARY APPROACH TO EXCHANGE RATE DETERMINATION David
N. DeJong and Steven Husted* Abstract-The monetary ...
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Observations on the Speed of Transition in Russia: Prices and Entry

D Berkowitz… - Transforming Post-Communist …, 1997 - books.google.com
Page 219. 8 Observations on the Speed of Transition in Russia: Prices and Entry
Daniel Berkowitz and David N. DeJong INTRODUCTION This chapter reviews two
projects in which we have participated that seek to characterize ...
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[CITATION] BF and Whiteman, CH (1996)“A Bayesian Approach to Calibration.”

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DNI DeJong - Journal of Business and Economic Statistics
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[CITATION] 'See the New Country': The Removal Controversy and Pima-Maricopa Water Rights, 1869–1879

DH DeJong - Journal of Arizona History, 1992
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" Good Samaritans of the Desert": The Pima-Maricopa Villages as Described in California Emigrant Journals, 1846-1852

DH DeJong - Journal of the Southwest, 2005 - JSTOR
Page 1. ccGood Samaritans of the Desert": The Pima-Maricopa Villages as Described
in California Emigrant Journals, 1846-1852 David H. DeJong The discovery of gold
near Slitter's Mill, California, in 1848, spawned a torrent ...
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[CITATION] Transition in Russia: It's Happening. University of Pittsburgh. Department of Economics

DM Berkowitz, DN DeJong… - 1996 - Working Paper
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" Unless They Are Kept Alive": Federal Indian Schools and Student Health, 1878-1918

DH Dejong - American Indian Quarterly, 2007 - JSTOR
Page 1. "Unless They Are Kept Alive" Federal Indian Schools and Student Health, 1878-1918
DAVID H. DEJONG PRELUDE During the first decades of the federal government's Indian board-
ing schools, stories of morbidity and mortality among students were prevalent. ...
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[CITATION] Russia's Internal Border. Dept. of Economics, University of Pittsburgh

D Berkowitz… - 1998 - PA, mimeo, July
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[CITATION] Internal Borders

D Berkowitz… - June1998, 1998
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[CITATION] Divergence

DN DeJong… - Contributions to Macroeconomics, 2002
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[BOOK] " If you knew the conditions": a chronicle of the Indian medical service and American Indian health care, 1908-1955

DH DeJong - 2008 - books.google.com
Page 1. "IF YOU KNEW THE CONDITIONS" A Chronicle of the Indian Medical Service and
American Indian Health Care, 1908-1955 DAVID H. DEJONG Page 2. Page 3. This One
RUT6-HQE-XHQJ Page 4. Page 5. "If You Knew the Conditions" Page 6. Page 7. ...
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[CITATION] 'An Equal Chance?'The Pima Indians and the 1916 Florence-Casa Grande Irrigation Project

DH DeJong - Journal of Arizona History, 2004
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[PDF] The Cyclical Behavior of Equity Turnover in Financial Markets

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DN DeJong… - 2006 - wiwi.uni-regensburg.de
Page 1. The Cyclical Behavior of Equity Turnover in Financial Markets David N. DeJong and Emilio
Espino DeJong: Department of Economics; University of Pittsburgh; Pittsburgh, PA 15217;
dejong@pitt.edu Espino: Department of Economics; Universidad Di Tella; ...
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On robustness

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DN DeJong… - Journal of Monetary Economics, 1991 - Elsevier
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[CITATION] Trends and cycles as unobserved components in macroeconomic time series

DN DeJong… - Manuscript(University of Pittsburgh, Pittsburgh, PA), 1991
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Growth in Post-Soviet Russia: A tale of two transitions

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D Berkowitz… - Relation, 2008 - papers.ssrn.com
Page 1. Growth in Post-Soviet Russia: A Tale of Two Transitions November 2008
Daniel Berkowitz * and David N. DeJong ** Department of Economics University
of Pittsburgh Pittsburgh, PA 15260 Abstract In the early stages ...
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[CITATION] A Scheme to Rob Them of Their Land: Water, Allotment, and the Economic Integration of the Pima Reservation, 1902–1921

DH DeJong - Journal of Arizona History, 2003
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[CITATION] Promises of the Past

D Dejong - A History of Indian Education in the United States, 1993
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[CITATION] Entrepreneurship and post-socialist growth', draft

D Berkowitz… - May (on http:\\ www. pitt. edu/~ dnberk/OBESFinal. pdf ( …, 2004
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The Emergence of Bank-Issued Credit in Russia: An Empirical Characterization

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D Berkowitz… - Working Papers, 2010 - papers.ssrn.com
Page 1. `The Emergence of Bank-Issued Credit in Russia: An Empirical
Characterization March, 2010 Daniel Berkowitz and David N. DeJong ...
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" The Sword of Damocles?" The Gila River Indian Community Water Settlement Act of 2004 in Historical Perspective

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DH DeJong - Wicazo Sa Review, 2007 - JSTOR
Page 1. "The Sword of Damocles?" The Gila River Indian Community Water Settlement Act of
2004 in Historical Perspective David H. DeJong Greek mythology tells the story of Damocles,
an attendant in the royal court of Dionysius who lived in Syracuse on the island of Sicily. ...
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[PDF] Effi cient Likelihood Analysis and Filtering for State $ Space Representations

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DN DeJong, H Dharmarajan, R Liesenfeld… - … of Economics, University …, 2006 - pitt.edu
Page 1. Effi cient Likelihood Analysis and Filtering for State$Space Representations David N.
DeJong " Department of Economics, University of Pittsburgh, Pittsburgh, PA 15260, USA
Hariharan Dharmarajan Department of Economics, University of Pittsburgh, ...
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[BOOK] Stealing the Gila: the Pima agricultural economy and water deprivation, 1848-1921

DH DeJong - 2009 - books.google.com
Page 1. David H. LeJong Page 2. By 1850 the Pima Indians of central Arizona had
developed a strong and sustainable agricultural economy based on irrigation. As
David H. DeJong demonstrates, the Pima were an economic ...
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[CITATION] Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes

DN DeJong, H Dharmarajan, R Liesenfeld… - Working …, 2008 - econpapers.repec.org
By David N. DeJong, Hariharan Dharmarajan, Roman Liesenfeld
and Jean-Francois Richard; Abstract: . . .
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[CITATION] Southern United States Land Use Legislation: A Legal Inventory

SS Batie, BF Long… - 1975 - getcited.org
An academic directory and search engine.
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The cyclical behavior of equity turnover

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DN DeJong… - Quantitative Economics, 2011 - Wiley Online Library
Page 1. Quantitative Economics 2 (2011), 99–133 1759-7331/20110099 The cyclical
behavior of equity turnover David N. DeJong Department of Economics, University of
Pittsburgh Emilio Espino Department of Economics, Universidad Di Tella ...
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[CITATION] Father at Evening

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DC DeJong - Poetry, 1935 - Poetry Foundation

[CITATION] ACCOUNTING FOR GROWTH IN POST-SOVIET RUSSIA, WORKING PAPER# 127.

D BERKOWITA… - 1998
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[PDF] Economic Integration: An Empirical Assessment

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D Berkowitz… - 2000 - Citeseer
Page 1. Economic Integration: An Empirical Assessment Daniel Berkowitz* and David N. DeJong**
Department of Economics University of Pittsburgh Pittsburgh, PA 15260 December 2000 Keywords:
internal borders, regional price dispersion JEL Classifications: P22, R1 ...
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[CITATION] TRANSITION IN RUSSIA: ITS HAPPENING

D BERKOWITZ, DN DEJONG… - 1997
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[CITATION] Dutch Ditty

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DC DeJong - Poetry, 1952 - Poetry Foundation

[CITATION] Cyclical Implications of the Variable Utilization of Physical and Human Capital

BF Ingram, DN DeJong, CH Whiteman… - Working Papers, 1996 - ideas.repec.org
We develop a business cycle model in which consumption goods, physical
capital and human capital are produced in separate sectors.
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[CITATION] The Importance of the Inner Life

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DC DeJong - Poetry, 1948 - Poetry Foundation

[CITATION] State of Soul in Grand Rapids

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DC DeJong - The Kenyon Review, 1945 - JSTOR

" None Excel Them in Virtue and Honesty": Ecclesiastical and Military Descriptions of the Gila River Pima, 1694-1848

DH DeJong - American Indian Quarterly, 2005 - JSTOR
Page 1. "None Excel Them in Virtue and Honesty" Ecclesiastical and Military
Descriptions of the Gila River Pima, 1694 -1848 DAVID H. DEJONG Between 1694
and 1848 a medley of ecclesiastical and military chroniclers attempted ...
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[CITATION] Capital Immobility: A Regional Analysis

M Ripoll… - en.scientificcommons.org
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[CITATION] JK Lasser's Personal Tax Strategies, 1992

DS DeJong - 1991 - Pocket Books
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[CITATION] Integration Versus Trend: Stationarity in Time Series: Revised, September 1990

DN DeJong - 1990 - University of Iowa, College of …
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[CITATION] The Youthful Expectations

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DC DeJong - Poetry, 1957 - Poetry Foundation

Introduction to Structural Macroeconometrics

DN DeJong… - Introductory Chapters, 2007 - ideas.repec.org
... In <i>Structural Macroeconometrics</i>, David DeJong and Chetan Dave provide the unified
overview and in-depth treatment analysts need to apply these latest theoretical models and
empirical techniques. The authors' emphasis throughout is on time series econometrics. ...
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[CITATION] Deciphering the Elephant

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DC DeJong - Poetry, 1949 - Poetry Foundation

[CITATION] Investigating economic time series using the likelihood principle

DN DeJong - 1989 - University of Iowa

[CITATION] Slow Dance

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DC DeJong - Poetry, 1931 - Poetry Foundation

[CITATION] Possibly an Alien Here

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DC Dejong - Poetry, 1961 - Poetry Foundation

[PDF] Growth in Post-Soviet Russia: A Tale of Two Transitions Explanation of Data

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D Berkowitz… - SMALL, 1993 - econ.washington.edu
Page 1. Growth in Post-Soviet Russia: A Tale of Two Transitions Explanation of Data September
18, 2008 Daniel Berkowitz * and David N. DeJong ** Department of Economics University of
Pittsburgh Pittsburgh, PA 15260 * dmberk@pitt.edu ** dejong@pitt.edu ...
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[CITATION] Journal of Business & Volume 14, Number 1 Economic Statistics January 1996

DN DeJong, BF Ingram, CH Whiteman, JH Stock… - JOURNSL OF BUSINESS …, 1996
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[CITATION] Simple Legend

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DC DeJong - Poetry, 1938 - Poetry Foundation

[PDF] Macroeconometric Analysis

[PDF] from pitt.edu
C Dave… - pitt.edu
Page 1. Macroeconometric Analysis Chapter 4. DSGE Models: Three Examples
Chetan Dave David N. DeJong Page 2. Chapters 2 and 3 provided background for
preparing structural models for empirical analysis. The first step ...
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Implementing Nonlinear Appoximations Empirically, from< i> Structural Macroeconometrics</i>

DN DeJong… - Introductory Chapters, 2007 - ideas.repec.org
... In <i>Structural Macroeconometrics</i>, David DeJong and Chetan Dave provide the unified
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[CITATION] A Little Sleep at Night

Full text - MIT Libraries
DC DeJong - Poetry, 1950 - Poetry Foundation

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