Results 61 to 70 of about 1,328,097 (351)
Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests [PDF]
Physica A 387 (2-3), 503-510 (2008), 2007 We investigate the behavior of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model with an unit root developed by Caner and Hansen. The method allows us to simultaneously consider non-stationarity and nonlinearity in financial time series.
arxiv +1 more source
FEBS Letters, Volume 599, Issue 7, Page 971-988, April 2025.We present the first solution structure of the Ca2+‐depleted LETM1 F‐EF‐hand through a D676A/N678A Ca2+ binding‐deficient mutant, revealing a closed hydrophobic cleft caused by a unique F1‐helix pivot. The apo LETM1 F‐EF‐hand exhibits regiospecific hot and cold unfolding, sensitivity to physiological pH changes and potential for promiscuous heterotypic
Qi‐Tong Lin +2 more
wiley +1 more source
bootUR: An R Package for Bootstrap Unit Root Tests [PDF]
arXiv, 2020 Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit root testing in the R package bootUR.The package's backbone is the popular augmented Dickey-Fuller test paired with a union of rejections principle, which can be performed directly on single ...
arxiv
Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average [PDF]
IMS Lecture Notes Monograph Series 2006, Vol. 52, 1-19, 2007 The first-order moving average model or MA(1) is given by $X_t=Z_t-\theta_0Z_{t-1}$, with independent and identically distributed $\{Z_t\}$. This is arguably the simplest time series model that one can write down. The MA(1) with unit root ($\theta_0=1$) arises naturally in a variety of time series applications. For example, if an underlying time series
arxiv +1 more source
A Comparison of Unit-Root Test Criteria
Journal of Business & Economic Statistics, 1994 During the past fifteen years, the ordinary least squares estimator and the corresponding pivotal statistic have been widely used for testing the unit root hypothesis in autoregressive processes. Recently, several new criteriia, based on the maximum likelihood estimators and weighted symmetric estimators, have been proposed.
Wayne A. Fuller +2 more
openaire +3 more sources
FEBS Letters, Volume 599, Issue 7, Page 1006-1028, April 2025.This study explores the distinct molecular mechanisms underlying Lynch syndrome‐associated and sporadic colorectal cancer (CRC). By highlighting the therapeutic potential of targeting the PI3K‐Akt pathway in Lynch syndrome‐associated CRC and the Wnt pathway in sporadic CRC, the findings open avenues for personalised treatment strategies, aiming to ...
May J. Krause +2 more
wiley +1 more source
A simple encompassing test for the deterministic and bilinear unit root models [PDF]
, 2005 A new parameters’ encompassing test is proposed for deciding between the deterministic unit root processes with a structural break and the bilinear unit root model without such break.
Charemza, W.W., Makarova, S.
core
Unraveling Mycobacterium tuberculosis acid resistance and pH homeostasis mechanisms
FEBS Letters, EarlyView.Mycobacterium tuberculosis exhibits a remarkable resilience to acid stress. In this Review, we discuss some of the molecular mechanisms and metabolic pathways used by the tubercle bacilli to adapt and resist host‐mediated acid stress. Mycobacterium tuberculosis (Mtb) is a successful pathogen that has developed a variety of strategies to survive and ...
Janïs Laudouze +3 more
wiley +1 more source
Recent Developments in Cointegration [PDF]
, 2018 It is well known that inference on the cointegrating relations in a vector autoregression (CVAR) is difficult in the presence of a near unit root. The test for a given cointegration vector can have rejection probabilities under the null, which vary ...
Franchi, Massimo, Johansen, Søren
core +1 more source