Results 261 to 270 of about 879,913 (298)

Approximate Conditional Unit Root Inference

Journal of Time Series Analysis, 2002
Based on Cox and Reid (1987) adjustments of likelihood ratio (LR) tests for unit roots in higher‐order autoregressive models are proposed. While unit root inference does not fit directly into the framework of Cox and Reid, the ideas are applied in models with multi‐dimensional parameters of interest and only asymptotic orthogonality of parameters.
Hansen, Henrik, Rahbek, Anders Christian
openaire   +2 more sources

THE NONSTATIONARY FRACTIONAL UNIT ROOT

Econometric Theory, 1999
This paper deals with a scalar I(d) process {yj}, where the integration order d is any real number. Under this setting, we first explore asymptotic properties of various statistics associated with {yj}, assuming that d is known and is greater than or equal to ½. Note that {yj} becomes stationary when d < ½, whose case is not our concern here.
openaire   +2 more sources

Marginal likelihood and unit roots

Journal of Econometrics, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Francke, M.K., de Vos, A.F.
openaire   +3 more sources

Unit Root Tests

2018
A process might be non-stationary without being a unit root. The two concepts are related, but they are not identical and it is common to confuse the two. We can have non-stationarity without it being due to a unit root. We could have a seasonal model. Or, we could have a deterministic trend.
openaire   +1 more source

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.
openaire  

Unit‐Root Asymptotic Theories (II)

1996
Abstract This chapter brings together three unrelated topics of asymptotic theories. It presents a mathematical analysis of tests on the case where {Δxt} is i.i.d., possibly with a non-zero mean. It explains the mathematics used for the case where {Δxt} is serially correlated.
openaire   +1 more source

Testing unit roots by bootstrap

2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PROCIDANO, Isabella, RIGATTI LUCHINI S.
openaire   +3 more sources

MVDR Beamformer Design by Imposing Unit Circle Roots Constraints for Uniform Linear Arrays

IEEE Transactions on Signal Processing, 2021
Arnab Shaw, Jared Smith, Aboulnasr Hassanien   +2 more
exaly  

Going back to the roots: the microbial ecology of the rhizosphere

Nature Reviews Microbiology, 2013
laurent Philippot, Jos M Raaijmakers, Philippe Lemanceau   +2 more
exaly  

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS

Econometric Reviews, 2002
Joon Y Park
exaly