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Size Distortion of Bootstrap Tests: an Example from Unit Root Testing [PDF]

open access: yes
Testing for a unit root in a series obtained by summing a stationary MA(1) process with a parameter close to -1 leads to serious size distortions under the null, on account of the near cancellation of the unit root by the MA component in the driving ...
Russell Davidson
core  

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility [PDF]

open access: yes
A number of recently published papers have focused on the problem of testing for a unit root in the case where the driving shocks may be unconditionally heteroskedastic.
Stephan Smeekes   +3 more
core  

Augmenting healthcare systems for pandemic preparedness: a Lean Six Sigma perspective. [PDF]

open access: yesInt J Qual Health Care
Chadha U   +9 more
europepmc   +1 more source

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