Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. ) [PDF]
In this paper we propose residual-based tests for the null hypothesis of cointegration with structural breaks against the alternative of no cointegration.
Eiji Kurozumi, Yoichi Arai
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The insignificant structural break in the relationship between improved observed hand hygiene on methicillin-resistant Staphylococcus aureus bloodstream infection rates in Ireland: a data-driven re-analysis. [PDF]
Epidemiol Infect, 2020 Zhao S.
europepmc +1 more source
Advanced Engineering Materials, EarlyView.A numerical–experimental framework is developed for characterizing multi‐matrix fiber‐reinforced polymers (MM‐FRPs) combining epoxy and polyurethane matrices. Harmonic bending tests are integrated with finite element model updating (FEMU) to simultaneously identify elastic and viscoelastic material parameters.
Rodrigo M. Dartora +4 more
wiley +1 more source
Forecasting Under Strucural Break Uncertainty [PDF]
This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for structural change. We let the weights reflect the probability of each time point being the most-recent break point, and we use the ...
Heather M. Anderson, Jing Tian
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Advanced Engineering Materials, EarlyView.Geometry‐driven thermal behavior in wire‐arc additive manufacturing (WAAM) influences microstructural evolution during nonequilibrium solidification of a chemically complex Fe–Cr–Nb–W–Mo–C nanocomposite system. By comparing different deposits configurations, distinct entropy–cooling rate correlations, segregation, and carbide evolution are revealed ...
Blanca Palacios +5 more
wiley +1 more source
Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification [PDF]
Structural Break, Variance Shifts ...
Jean-Yves Pitarakis
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Detecting the Presence of Informed Price Trading Via Structural Break Tests [PDF]
, 2009 The occurrence of abnormal returns before unscheduled announcements is usually identified with informed price movements. Therefore, the detection of these observations beyond the range of returns due to the normal day-to-day activity of financial markets
Olmo, J., Pilbeam, K., Pouliot, W.
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Advanced Engineering Materials, EarlyView.A hierarchical porous copper current collector is fabricated via three‐dimensional printing combined with pressureless sintering to stabilize lithium metal anodes. The interconnected architecture lowers local current density, guides uniform Li deposition within pores, and suppresses dendrite growth.
Alok Kumar Mishra, Mukul Shukla
wiley +1 more source
Near‐Field Electrospinning Micro‐Printhead Achieves Precise Control of Nanofiber Deposition
Advanced Engineering Materials, EarlyView.A micro‐printhead for near‐field electrospinning enables reproducible deposition of polymer nanofibers with diameters below 50 nm. Systematic parameter studies uncover the mechanisms linking operating conditions to fiber morphology, paving the way for precise and low‐cost nanoscale 3D manufacturing.As a high‐resolution, cost‐effective, and rapid ...
Han Xu, Dario Mager, Jan G. Korvink
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Trend Extraction From Time Series With Structural Breaks and Missing Observations [PDF]
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series contains structural breaks (as produced by German ...
Schlicht, Ekkehart
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