Sentence examples for stochastic trends from inspiring English sources

This framework allows for the nonparametric treatment of stochastic trends and subsumes many practical cases.

Univariate Detrending with Stochastic Trends, Journal of Monetary Economics, June 1986, Vol. 18, pp. 49-75.

Second, we explore whether there are variables with stochastic trends that could account for firm size.

The extension is useful in empirical work where predictors typically involve stochastic trends with drift and where there are multiple regressors.

Stochastic Trends and Economic Fluctuations (with Robert King, Charles Plosser, and James Stock), American Economic Review, Vol. 81, No. 4, (September 1991), pp. 819-40.

Recent dielectric breakdown studies both at the front-end as well as back-end have shown that the Weibull statistics does not describe the stochastic trends well enough, more so in downscaled structures at the low and high percentile regions given the possibility of defect clustering which is either physics-driven or process quality-driven.

Kaufmann, R. K., Kauppi, H., Mann, M. L. & Stock, J. H. Does temperature contain a stochastic trend: linking statistical results to physical mechanisms.

The test confirms Gibrat's Law that firm size has a stochastic trend.

This allows the production function to behave as a stochastic trend.

We highlight the role of the stochastic trend in emerging markets, in an otherwise standard model with endogenous default, to match these facts.

The study of climate trends taking into consideration possible structural changes is important for understanding climate development characterized by a stochastic trend or by a determined one.