Results 281 to 290 of about 109,072 (312)

BootstrapMUnit Root Tests

Econometric Reviews, 2009
In this article we propose wild bootstrap implementations of the local generalized least squares (GLS) de-trended M and ADF unit root tests of Stock (1999), Ng and Perron (2001), and Elliott et al. (1996), respectively. The bootstrap statistics are shown to replicate the first-order asymptotic distributions of the original statistics, while numerical ...
CAVALIERE, GIUSEPPE, Taylor A. M. R.
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Unit Root Tests [PDF]

, 1995
Classical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principles and recent developments. A numerical illustration and annotated references and bibliography are provided.
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Panel Unit Root Test

2019
Panel data with long time period have been used predominately in applied macroeconomic research like purchasing power parity, growth convergence, business cycle synchronisation and so on. In this chapter provides some theoretical issues and their application in testing for unit roots in panel data where the time dimension (T), and the cross section ...
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Testing for Unit Roots in Market Shares*

Marketing Letters, 2001
A unique characteristic of marketing data sets is the logical consistency requirement in market share models that market shares are bounded by 0 and 1, and they sum to unity. To take account of this logical consistency requirement, we propose to test for unit roots in individual market share series within the context of a market share attraction (MCI ...
Franses, P.H.B.F., Srinivasan, S., Boswijk, H.P.   +2 more
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Testing unit roots by bootstrap

2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PROCIDANO, Isabella, RIGATTI LUCHINI S.
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Bootstrap Point Optimal Unit Root Tests

Journal of Time Series Econometrics, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Testing For Unit Roots Using Economics [PDF]

, 2001
This paper considers the economic implications of having unit roots in stochastic processes of variables like consumption or GDP. Using a variety of models, we develop indirect tests for unit roots based on sharp distinctions that should arise when the scale variable is either difference stationary or trend stationary. These tests are seen to avoid the
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Critical care management of chimeric antigen receptor T‐cell therapy recipients

Ca-A Cancer Journal for Clinicians, 2022
Alexander Shimabukuro-Vornhagen, Boris Böll, Victoria Metaxa   +2 more
exaly  

Testing for unit roots

Economics Letters, 1987
A.S. Downes, H. Leon
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Screening and Surveillance for the Early Detection of Colorectal Cancer and Adenomatous Polyps, 2008: A Joint Guideline from the American Cancer Society, the US Multi-Society Task Force on Colorectal Cancer, and the American College of Radiology

Ca-A Cancer Journal for Clinicians, 2008
Robert A Smith, Theodore R Levin, Perry J Pickhardt   +2 more
exaly