An alternative to the Engle-Granger tests is the Cointegration Regression Durbin-Watson (CRDW) test of Sargan and Bhargava (1983). The test involves a simple regression of one variable on the other, and the standard Durbin-Watson test on the residuals. Recall the null for the DW test is that the residuals form a nonstationary random walk, whereas the alternative hypothesis is that the residuals...

 Based on some stationary periodic solutions and stationary soliton solutions, one studies the general solution for the relative lax system, and a number of exact solutions to the Korteweg-de Vries (KdV) equation are first constructed by the known Darboux transformation, these solutions include double and triple singular periodic solutions as well as singular soliton solutions whose amplitude d...

We have developed a series of new C(10) dipeptide stationary phases via a simple and effective synthetic method. The preparation of the new phases involves the synthesis of silanes and the surface modification of silica. Chromatographic evaluations of these columns were performed using the Engelhardt, Tanaka, and Neue test mixtures. The applicability of these new stationary phases was also eval...

Our results complement the recent ̄ndings of real exchange rates as stationary processes. The standard procedure of applying a battery of unit root tests can be problematic since the tests are sensitive to the speci ̄cs of the time series process. The novelty of the approach we apply is in emphasizing the information content of the data in distinguishing between the competing processes. Stationa...

The main concept behind causality involves both statistical conditions and temporal relations. However, current approaches to causal inference, focusing on the probability vs. conditional probability contrast, are based on model functions or parametric estimation. These approaches are not appropriate when addressing non-stationary variables. In this work, we propose a causal inference approach ...

Genetic algorithms (GAs) that solve hard problems quickly, reliably and accurately are called competent GAs. When the fitness landscape of a problem changes overtime, the problem is called non–stationary, dynamic or time–variant problem. This paper investigates the use of competent GAs for optimizing non–stationary optimization problems. More specifically, we use an information theoretic approa...

This paper provides a means of accurately simulating explosive autoregressive processes, and uses this method to analyse the distribution of the likelihood ratio test statistic for an explosive second order autoregressive process. Nielsen (2001) has shown that for the asymptotic distribution of the likelihood ratio unit root test statistic in a higher order autoregressive model, the assumption ...