We consider the problem of testing for seasonal unit roots in monthly panel data. To this aim, we generalize the quarterly CHEGY test to the monthly case. This parametric test is contrasted with a new nonparametric test, which is the panel counterpart to the univariate RURS test that relies on counting extrema in time series. All methods are applied to an empirical data set on tourism in Austri...

Asymptotic distribution Asymptotic distribution Asymptotic distribution Asymptotic distribution of two of two of two of two-sample empirical sample empirical sample empirical sample empirical U U U U-quantiles with application quantiles with application quantiles with application quantiles with applications s s s to robust tests for structural to robust tests for structural to robust tests for ...

The literature on statistical test of stochastic dominance has thus far been concerned with univariate distributions. This paper presents nonparametric statistical tests for multivariate distributions. This allows a nonparametric treatment of multiple welfare indicators. These test are applied to a time series of cross-section datasets on household level total expenditure and non labour market ...

Strandberg and Iglewicz (2012) propose a test that detects deviations from randomness, without an a priori distributional assumption. This nonparametric test is designed to detect deviations of neighboring observations from randomness, especially when the dataset consists of time series observations. The proposed test is especially effective for larger datasets. In our simulation study, this te...

This paper presents the results of a study on the axial compressive strength of columnsstrengthened with FRP wrap. The experimental part of the study included testing 6 reinforcedconcrete columns in two series. The first series comprised three similar circular reinforced concretecolumns strengthened with FRP wrap. The second series consisted of three similar square columns,two with sharp corner...

The present study sought to investigate the translation strategies in an American sitcom in Iranian EFLclasses with emphasis on politeness. The participants were 50 male and female Iranian undergraduateB.A. and M.A. students majoring in English Translation, and English language teaching at the IslamicAzad University, North Tehran. The participants were administered three tests. A multiple choic...

491 In this paper, an integrated data characteristic testing scheme is proposed for complex time series data exploration so as to select the most appropriate research methodology for complex time series modeling. Based on relationships across di®erent data characteristics, data characteristics of time series data are divided into two main categories: nature characteristics and pattern character...

We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss taking into account the set of training samples observed so far. For non-i.i.d. data, the training set contains information about the upcoming samples, so learning with respect to the conditional distribution can be ...