نتایج جستجو برای: unit root test
تعداد نتایج: 1292495 فیلتر نتایج به سال:
objectives: gingival recession can lead to root exposure and discomfort for patients. there are various techniques for root coverage. the aim of this study was to compare the use of gingival unit graft (palatal graft including the marginal gingiva and papillae) with free gingival graft for treatment of localized gingival recession. materials and methods: in this randomized controlled clinical t...
This paper proposes a nonlinear unit root test based on the autoregressive neural network process for testing unemployment hysteresis. In this new framework, linear, quadratic and cubic components of are used to capture nonlinearity in given time series data. The theoretical properties developed, while size power examined Monte Carlo simulation study. Various empirical applications with inflati...
We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends. A general methodology is developed to approximate asymptotic distributions for the models driven by integrated time series, and used to obtain asymptotic expansions for the Dickey–Fuller unit root tests. The second-order terms in ...
In a recent paper, Dolado, Gonzalo and Mayoral (2002) introduce a fractional Dickey-Fuller (FD-F) t-statistic for testing a unit root against the alternative of a mean reverting fractional unit root process. This t-statistic is based on the assumption that the errors are unconditionally homoskedastic. However, Busetti and Taylor (2003), McConnell and Perez-Quiros (2000), and van Dijk et al. (20...
Some limit properties for information based model selection criteria are given in the context of unit root evaluation and various assumptions about initial conditions. Allowing for a nonparametric short memory component, standard information criteria are shown to be weakly consistent for a unit root provided the penalty coefficient Cn ! 1 and Cn/n ! 0 as n ! 1. Strong consistency holds when Cn/...
Right-tailed unit root tests have proved promising for detecting exuberance in economic and financial activities. Like left-tailed tests, the limit theory and test performance are sensitive to the null hypothesis and the model specification used in parameter estimation. This paper aims to provide some empirical guidelines for the practical implementation of right-tailed unit root tests, focussi...
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