Results 71 to 80 of about 9,463,202 (307)

Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles

open access: yesEconometrics, 2017
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 from ...
Massimo Franchi, Søren Johansen
doaj   +1 more source

Unit Root Tests for ESTAR Models

open access: yesJournal of Statistical Theory and Practice, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Puspaningrum, Heni   +2 more
openaire   +4 more sources

Markov Regime-Switching and Unit Root Tests [PDF]

open access: yesInternational Finance Discussion Papers, 2000
We investigate the power and size performance of unit root tests when the true data generating process undergoes Markov regime-switching. All tests, including those robust to a single break in trend growth rate, have very low power against a process with a Markov-switching trend growth rate as in Lam (1990).
Charles R. Nelson   +2 more
openaire   +2 more sources

Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation

open access: yesFEBS Letters, EarlyView.
Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang   +2 more
wiley   +1 more source

ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS [PDF]

open access: yesEconometric Theory, 2012
In this paper we extend the large-sample results provided for the augmented Dickey–Fuller test by Said and Dickey (1984,Biometrika71, 599–607) and Chang and Park (2002,Econometric Reviews21, 431–447) to the case of the augmented seasonal unit root tests of Hylleberg, Engle, Granger, and Yoo (1990,Journal of Econometrics44, 215–238), inter alia.
Tomás del Barrio Castro   +2 more
openaire   +2 more sources

Golgi enzymes are retrieved from the plasma membrane to the trans‐Golgi network

open access: yesFEBS Letters, EarlyView.
Golgi enzymes are traditionally considered resident proteins retained within the Golgi apparatus. Here, we demonstrate that a subset transiently reaches the cell surface and is subsequently retrieved to the trans‐Golgi network via retrograde transport. Using a nanobody‐based toolkit, we uncover a dynamic trafficking cycle of several Golgi enzymes.
Dominik P. Buser, Tina Junne
wiley   +1 more source

COMMODITY PRICES AND UNIT ROOT TESTS [PDF]

open access: yes
Endogenous variables in structural models of agricultural commodity markets are typically treated as stationary. Yet, tests for unit roots have rather frequently implied that commodity prices are not stationary. This seeming inconsistency is investigated
Wang, Dabin, Tomek, William G.
core   +2 more sources

Ligand‐dependent transcriptional heterogeneity in cell cycle gene expression delays G1/S entry

open access: yesFEBS Letters, EarlyView.
EGF and HRG induce distinct G1/S progression programs in ErbB2‐amplified BT474 breast cancer cells. Despite activating the potent ErbB2–ErbB3 heterodimer, HRG does not accelerate cell‐cycle entry. Instead, EGF promotes earlier restriction‐point passage via ERK–FOS signaling, whereas HRG activates the AKT–MYC axis, driving transcriptional heterogeneity ...
Ririn Rahmala Febri   +5 more
wiley   +1 more source

Unit Root Tests With Markov-Switching [PDF]

open access: yes
Diba and Grossman (1988) and Hamilton and Whiteman (1985) recommended unit root tests for rational bubbles. They argued that if stock prices are not more explosive than dividends, then it can be concluded that rational bubbles are not present.
Gee Kwang Randolph Tan, Xiao Qin
core   +2 more sources

Convergence Hypothesis: Evidence from Panel Unit Root Test with Spatial Dependence

open access: yesEcos de Economía, 2006
In this paper we test the convergence hypothesis by using a revised 4- step procedure of panel unit root test suggested by Evans and Karras (1996). We use data on output for 24 OECD countries over 40 years long.
Lezheng Liu, Isabel Ruiz
doaj  

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