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Automated Classification of Lymphoma Subtypes From Histopathological Images Using a U-Net Deep Learning Model: Comparative Evaluation Study.

JMIR Med Inform
Zhao J, Wen X, Ma L, Su L.
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Residual-based test for fractional cointegration

Economics Letters, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Bin, Wang, Man, Chan, Ngai Hang
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A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION

Econometric Theory, 2006
We consider the problem of hypothesis testing in a modified version of the stochastic integration and cointegration framework of Harris, McCabe and Leybourne (2002). This nonlinear setup allows for volatility in excess of that catered for by the standard integration/cointegration paradigm through the introduction of nonstationary heteroscedasticity. We
McCabe, B, Leybourne, S, Harris, D
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A residual-based multivariate constant correlation test

Metrika, 2018
A constant correlation test is proposed which allows for non-constant marginal variances in multivariate time series analysis. A bootstrap approximation is used to obtain the corresponding critical values for the test. A dataset of eight European stocks (Euro Stoxx 50) was used to validate the proposed multivariate constant correlation test.
Duan, Fang, Wied, Dominik
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A residual-based test of the null of cointegration in panel data [PDF]

Econometric Reviews, 1998
This paper proposes a residual-based Lagrange Multiplier (LM) test for the null of cointegration in panel data. The test is analogous to the locally best unbiased invariant (LBUI) for a moving average (MA) unit root. The asymptotic distribution of the test is derived under the null.
Chihwa Kao, Suzanne McCoskey
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A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION

Econometric Theory, 2006
Summary: Nonstationary integrated time series may be fractionally cointegrated. Here we propose a test for the null hypothesis of no cointegration. It builds on the asymptotically normal Lagrange multiplier (LM) test against fractional alternatives applied to single equation residuals.
Hassler, Uwe, Breitung, Jörg
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A residual-based test for autocorrelation in quantile regression models

Journal of Statistical Computation and Simulation, 2016
ABSTRACTQuantile regression (QR) models have been increasingly employed in many applied areas in economics. At the early stage, applications in the QR literature have usually used cross-sectional data, but the recent development has seen an increase in the use of QR in both time-series and panel data sets. However, testing for possible autocorrelation,
Lijuan Huo, Tae-Hwan Kim, Yunmi Kim, Dong Jin Lee   +3 more
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A residual based test for the null hypothesis of cointegration

Economics Letters, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhijie Xiao
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Residual-based block bootstrap for unit root testing

Econometrica, 2003
855
Paparoditis Efstathios, E., Politis, Dimitris Nicolas, Paparoditis Efstathios, E., Politis, Dimitris Nicolas   +3 more
semanticscholar   +4 more sources

Residual-based tests for cointegration with three-regime TAR adjustment

Empirical Economics, 2014
This paper proposes residual-based tests for cointegration with three-regime threshold autoregressive (TAR) adjustment. We propose Wald-type and $$t$$ -type tests that have the null hypothesis of linear no ...
Daiki Maki, Shin-ichi Kitasaka
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