Results 271 to 280 of about 1,605,650 (307)

Unit‐Root Asymptotic Theories (II)

1996
Abstract This chapter brings together three unrelated topics of asymptotic theories. It presents a mathematical analysis of tests on the case where {Δxt} is i.i.d., possibly with a non-zero mean. It explains the mathematics used for the case where {Δxt} is serially correlated.
openaire   +1 more source

Testing unit roots by bootstrap

2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PROCIDANO, Isabella, RIGATTI LUCHINI S.
openaire   +3 more sources

Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks

Energy, 2021
Chien-Chiang Lee, Omid Ranjbar, Chi-Chuan Lee   +2 more
exaly  

Are shocks to ecological balance permanent or temporary? Evidence from LM unit root tests

Journal of Cleaner Production, 2020
Veli Yilanci, Ugur Korkut Pata
exaly  

A new unit root test with two structural breaks in level and slope at unknown time

Journal of Applied Statistics, 2010
Paresh Kumar Narayan
exaly  

Size and power properties of structural break unit root tests

Applied Economics, 2013
Paresh Kumar Narayan
exaly  

Are fluctuations in energy consumption transitory or permanent? Evidence from a Fourier LM unit root test

Renewable and Sustainable Energy Reviews, 2014
Veli Yilanci, Cigdem Borke Tunali
exaly  

Unit root properties of crude oil spot and futures prices

Energy Policy, 2008
Russell Smyth
exaly  

Convergence of per capita ecological footprint among the ASEAN-5 countries: Evidence from a non-linear panel unit root test

Ecological Indicators, 2020
Veli Yilanci, Ugur Korkut Pata
exaly  

Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? Evidence from LM unit root tests with structural breaks

Renewable and Sustainable Energy Reviews, 2014
Hooi Hooi Lean, Russell Smyth
exaly