Results 41 to 50 of about 1,613,594 (302)

High Persistence and Nonlinear Behavior in Financial Variables: A More Powerful Unit Root Testing in the ESTAR Framework

Mathematics, 2021
In this study, we consider the hybrid nonlinear features of the Exponential Smooth Transition Autoregressive-Fractional Fourier Function (ESTAR-FFF) form unit root test.
Tolga Omay, Aysegul Corakci, Esra Hasdemir   +2 more
doaj   +1 more source

Unit roots of the unit root L-functions

Mathematische Annalen
18pages
Liping Yang, Hao Zhang
openaire   +2 more sources

Unit Roots and Structural Breaks [PDF]

Econometrics, 2017
This special issue deals with problems related to unit roots and structural change, and the interplay between the two.[...]
openaire   +4 more sources

Unit Roots and Cointegration in Panels [PDF]

SSRN Electronic Journal, 2005
This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large. It distinguishes between the first generation tests developed on the assumption of the cross section independence, and the second generation tests that allow, in a variety of ...
Breitung, J., Pesaran, M.H.
openaire   +6 more sources

ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS [PDF]

Econometric Theory, 2022
New methods are developed for identifying, estimating, and performing inference with nonstationary time series that have autoregressive roots near unity. The approach subsumes unit-root (UR), local unit-root (LUR), mildly integrated (MI), and mildly explosive (ME) specifications in the new model formulation.
openaire   +3 more sources

A Time Series Analysis of Noninterest to Interest-Earning Dynamics Between 1984 to 2023 in the US Commercial Banking Sector [PDF]

SocioEconomic Challenges
Both interest and noninterest earnings form the two critical components of the income stream of commercial banks. While interest earnings are tied to the lending volume and prevailing interest rates primarily dictated by the monetary policy and central ...
Achintya Ray
doaj   +1 more source

Range unit root tests [PDF]

, 2003
Since the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analyse time series with strong serial dependence, the focus being placed in the detection of eventual unit roots in an autorregresive model
Aparicio, Felipe M., Escribano, Álvaro, García, Ana   +2 more
core   +1 more source

Rank tests for unit roots [PDF]

Journal of Econometrics, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Breitung, Jörg, Gouriéroux, Christian
openaire   +2 more sources

European Standard Clinical Practice Guideline and EXPeRT Recommendations for the Diagnosis and Management of Gastroenteropancreatic Neuroendocrine Neoplasms in Children and Adolescents

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen, Calogero Virgone, Antje Redlich, Michael Abele, Ricardo Lopez‐Almaraz, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Maja Mazic Cesen, Andrea Ferrari, Malgorzata A. Krawczyk, Yves Reguerre, Dominik T. Schneider, Ines B. Brecht, Charlotte Rigaud, Bilgehan Yalcin, Rainer Claus, Christian Vokuhl, Constantin Lapa, Jörg Fuchs, Segolene Hescot, Thomas Walter, Julien Hadoux, Daniel Orbach   +23 more
wiley   +1 more source

Threshold stochastic unit root models [PDF]

, 2002
This paper introduces a new class of stochastic unit root (STUR) processes, where the randomness of the autorregresive unit root is driven by a threshold variable.
Gonzalo, Jesús, Montesinos, Raquel
core   +1 more source