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Study of tests for trend in time series
(Universidade Federal de Lavras, 2022)
Distributional counterfactual analysis with (common) deterministic trend units
(2018-01)
The goal of this paper is to extend the counterfactual methodologies in particular Carvalho et al. (2016), by considering the estimation of quantile counterfactuals in the presence of trend units. We derive an asymptotically ...
Tendencia aleatoria o determinística : una nueva prueba basada en la teoría tradicionalRandom or deterministic trend : a new test based on the traditional theory
(Universidad Nacional, Departamento de EstadísticaGrupo de Econometría Aplicada (GEA)Bogotá, Colombia, 2017)
Monte Carlo Test for Stochastic Trend in Space State Models for the Location-Scale Family
(Sociedade Brasileira de Econometria, 2021)
Metallic-thin-film instability with spatially correlated thermal noise
(American Physical Society, 2016-01)
We study the effects of stochastic thermal fluctuations on the instability of the free surface of a flat liquid metallic film on a solid substrate. These fluctuations are represented by a stochastic noise term added to the ...
Unit roots and the welfare gains of cycle smoothing
(Escola de Pós-Graduação em Economia da FGV, 1996-05-30)
li consumption is log-Normal and is decomposed into a linear deterministic trend and a stationary cycle, a surprising result in business-cycle research is that the welfare gains of eliminating uncertainty are relatively ...
Further investigation of the uncertain trend in U.S. GDP
(2005-11-28)
The presence of deterministic or stochastic trend in U.S. GDP has been a continuing debate in the literature of macroeconomics. Ben-David and Papell (1995) found evindence in favor of trend stationarity using the secular ...
Teste monte carlo para a tendência estocástica em modelos de espaços de estadosMonte carlo test for stochastic trend in state space models
(Universidade Federal de Viçosa, 2016)
Dinâmica demográfica e internações hospitalares: uma visão prospectiva para o Sistema Único de Saúde (SUS) em Minas Gerais, 2007 a 2050
(Universidade Federal de Minas GeraisUFMG, 2010-06-24)
The objective of the present study is to assess the effect of population aging alone and associated with changes in the admission rates and in the features of the health services on the volume of public hospital stays in ...
The Cyclical Component in Brazilian GDPThe Cyclical Component in Brazilian GDP
(Sociedade Brasileira de Econometria, 1993)