Showing 41 - 60 results of 2,392 for search '"unit root test"', query time: 1.88s Refine Results
  1. 41
  2. 42
    by ko-yi Huang, 黃可一
    Published 2011
    ...碩士 === 淡江大學 === 國際企業學系碩士班 === 99 === In our study, we adopt Fourier unit root test proposed...
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  3. 43
    by YEN,CHUNG HSING, 閻中興
    Published 2009
    ... root to confirm stationary. ADF unit root test, the most popular unit root test, is with low power...
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  4. 44
    by Lin, Sheng-Min, 林聖閔
    Published 2017
    ... of time series. However, the shortcoming of traditional signal equation unit root test power is too low...
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  5. 45
    by Onur Özdemir
    Published 2021-03-01
    Subjects: ...individual unit-root test...
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    Article
  6. 46
    ... countries are affected by structural breaks. Second, we find unit root tests that do not accommodate breaks...
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    Article
  7. 47
    by Osarumwense Osabuohien-Irabor
    Published 2020-10-01
    Subjects: ...african stocks, structural breaks, mean-reversion, random-walk, unit root test...
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    Article
  8. 48
    by Elie Bouri, Tsangyao Chang, Rangan Gupta
    Published 2017-12-01
    ..., Efficiency, Sharp and smooth breaks, Unit root tests...
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    Article
  9. 49
    ... with the single fractured Lee-Strazicich (2013) Unit Root Test.</p><p><strong>Keywords:</strong> G-20 Countries...
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  10. 50
    by Xuguang Sheng, Jingyun Yang
    Published 2011-01-01
    ... methods applied to panel unit root tests: the original Fisher test, the modified inverse normal method...
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    Article
  11. 51
    by Bonghan Kim
    Published 2005-12-01
    Subjects: ...Nonlinear Unit Root Test...
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  12. 52
    by Martin C. Arnold, Christoph Hanck
    Published 2019-07-01
    ...Volatility break robust panel unit root tests (PURTs) recently proposed by Herwartz and Siedenburg...
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    Article
  13. 53
    by Sun, Qi
    Published 2010
    ...As a remarkable advantage, panel unit root testing statistics present Gaussian distribution...
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  14. 54
  15. 55
    by Yi-Lin Ho, 何宜霖
    Published 2010
    ... and that the occurrence of break timing. Furthermore, we apply panel KPSS unit root test, which has an opposite null...
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  16. 56
    by Jui-Ping Hung, 洪瑞苹
    Published 2012
    ...碩士 === 逢甲大學 === 金融碩士在職專班 === 100 === In this study, we use the threshold unit root test proposed...
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  17. 57
    by Tai-Ming Chen, 陳泰名
    Published 2008
    .... They expand Caner and Hansen's (2001) univariate TAR unit root test into panel data model and show income...
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  18. 58
    by Hsin-Yu Hu, 胡欣瑜
    Published 2016
    ... develop new unit root test to examine on the issue. This study examines Purchasing Power Parity...
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  19. 59
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