A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests [PDF]
arXiv, 2014 This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the CEECs' real interest rates, respectively.
arxiv
Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors [PDF]
This paper proposes a bootstrap unit root test in models with GARCH(1,1) errors and establishes its asymptotic validity under mild moment and distributional restrictions.
Nikolay Gospodinov, Ye Tao
core
Classification of acute myeloid leukemia based on multi‐omics and prognosis prediction value
Molecular Oncology, EarlyView.The Unsupervised AML Multi‐Omics Classification System (UAMOCS) integrates genomic, methylation, and transcriptomic data to categorize AML patients into three subtypes (UAMOCS1‐3). This classification reveals clinical relevance, highlighting immune and chromosomal characteristics, prognosis, and therapeutic vulnerabilities.
Yang Song +13 more
wiley +1 more source
Unit root tests for time series with a structural break when the break point is known [PDF]
, 2001 Helmut Lütkepohl +2 more
openalex +1 more source
Non-Linear Unit Root Properties of Crude Oil Production [PDF]
While there is good reason to expect crude oil production to be non-linear, previous studies that have examined the stochastic properties of crude oil production have assumed that crude oil production follows a linear process.
Russell Smyth, Svetlana Maslyuk
core
Transcriptome‐wide analysis of circRNA and RBP profiles and their molecular relevance for GBM
Molecular Oncology, EarlyView.CircRNAs are differentially expressed in glioblastoma primary tumors and might serve as therapeutic targets and diagnostic markers. The investigation of circRNA and RNA‐binding proteins (RBPs) interactions shows that distinct RBPs play a role in circRNA biogenesis and function.
Julia Latowska‐Łysiak +14 more
wiley +1 more source
Comparison of unit root tests for time series with level shifts [PDF]
, 2002 Markku Lanne +2 more
openalex +1 more source
New Panel Unit Root Tests under Cross Section Dependence for Practitioners [PDF]
This paper studies the principle of common recursive mean adjustment and proposes a new detrending method in dynamic panel models. By utilizing recursive mean adjustment, this paper provides three unit root tests: a recursive mean adjusted (RMA) unit ...
Donggyu Sul
core
Molecular Oncology, EarlyView.There is an unmet need in metastatic breast cancer patients to monitor therapy response in real time. In this study, we show how a noninvasive and affordable strategy based on sequencing of plasma samples with longitudinal tracking of tumour fraction paired with a statistical model provides valuable information on treatment response in advance of the ...
Emma J. Beddowes +20 more
wiley +1 more source
Adaptive LAD-Based Bootstrap Unit Root Tests under Unconditional Heteroskedasticity [PDF]
arXivThis paper explores testing unit roots based on least absolute deviations (LAD) regression under unconditional heteroskedasticity. We first derive the asymptotic properties of the LAD estimator for a first-order autoregressive process with the coefficient (local to) unity under unconditional heteroskedasticity and weak dependence, revealing that the ...
arxiv