The Exact Power Envelope of Tests for a Unit Root

Saddlepoint Approximations for the Unit Root Power Envelope

The unit root power envelope is used both as a benchmark and as a mechanism for generating feasible unit root tests, via quasi-differencing. This paper derives an explicit representation for the envelope, via direct saddlepoint expansions for the inversion formulae for both the null and alternative distributions of the set of point optimal tests. It is shown to be both more accurate and computa...

A Study of Testing Mean Reversion in the Inflation Rate of Iran’s Provinces: New Evidence Using Quantile Unit Root Test

T his paper is to examine the mean reverting properties of inflation rates for Iran’s 25 provinces over the period from 1990:4 to 2017:7. To the end, we use various conventional univariate linear and non-linear unit root tests, as well as quantile unit root test by Koenker and Xiao (2004). Results of conventional unit root tests indicate that the null hypothesis of the unit root test...

Purchasing Power Parity Hypothesis In OIC Countries: Evidence From Panel Unit Root Tests With Heterogeneous Structural Breaks

A Hysteretic Two-phase Supply Modulator for Envelope Tracking RF Power Amplifiers

In this paper a two-phase supply modulator suitable for envelope tracking power amplifier is presented. The designed supply modulator has the linear assisted switching architecture. Two-phase architecture is used in order to reduce the output switching ripples. The proposed architecture uses hysteretic control instead of pulse width modulation (PWM) which significantly reduces the circuit compl...

Unit Root Tests Voor Ar(1) Processen (engelse Titel: Unit Root Testing for Ar(1) Processes) Bsc Verslag Technische Wiskunde " Unit Root Tests Voor Ar(1) Processen " (engelse Titel: " Unit Root Testing for Ar(1) Processes " )

The purpose of this study is to investigate the asymptotics of a first order auto regressive unit root process, AR(1). The goal is to determine which tests could be used to test for the presence of a unit root in a first order auto regressive process. A unit root is present when the root of the characteristic equation of this process equals unity. In order to test for the presence of a unit roo...