Response Surface Models for the Elliott, Rothenberg, and Stock Unit-root Test
نویسندگان
چکیده
منابع مشابه
preparation and characterization of new co-fe and fe-mn nano catalysts using resol phenolic resin and response surface methodology study for fischer-tropsch synthesis
کاتالیزورهای co-fe-resol/sio2و fe-mn-resol/sio2 با استفاده از روش ساده و ارزان قیمت همرسوبی تهیه شدند. از رزین پلیمری resol در فرآیند تهیه کاتالیزور استفاده شد.
A New Bayesian Unit Root Test in Stochastic Volatility Models∗
A new posterior odds analysis is proposed to test for a unit root in volatility dynamics in the context of stochastic volatility models. Our analysis extends the Bayesian unit root test of So and Li (1999, Journal of Business and Economic Statistics) in the two important ways. First, a numerically more stable algorithm is introduced to compute Bayes factors, taking into account the special stru...
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The Exact Power Envelope of Tests for a Unit Root
We show how to obtain the exact power envelope of tests for a unit root against trend-stationary alternatives, under normality. This is in contrast to the asymptotic power envelope derived by Elliott, Rothenberg and Stock (1996), and is used to indicate the lack of power of unit root tests in ...xed sample sizes.
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2017
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1801700413