Showing 61 - 80 results of 2,392 for search '"unit root test"', query time: 2.01s Refine Results
  1. 61
    by Mao-Ning Li, 李茂寧
    Published 2019
    ... unit root test, the performance of power doesn''t as good as expected. The reason of result...
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  2. 62
    by Chang, Yuan-Ru, 張媛茹
    Published 2014
    ... the nonlinear covariate unit root test to examine the performance of monetary models of the exchange rate...
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  3. 63
    ... a novel Fourier unit root test that accounts for sharp shifts and smooth breaks based on daily data...
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    Article
  4. 64
  5. 65
    by Andrew Phiri
    Published 2015-12-01
    ... and nonlinear unit root testing procedures comprising of the classical augmented Dickey-Fuller (ADF) tests...
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    Article
  6. 66
    by Steven Cook
    Published 2002-01-01
    ...The Dickey-Fuller unit root test is known to suffer severe oversizing in the presence of innovation...
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    Article
  7. 67
  8. 68
    ...). The nonlinear unit root test procedure fail to rejects the null hypothesis of unit root for the indices...
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    Article
  9. 69
    by Yu-Chen Juan, 阮于真
    Published 2007
    ... univariate unit root test to real foreign exchange rate. However, the low power and size distortion due...
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  10. 70
    by Shwu-Hvey Lin, 林淑惠
    Published 2003
    ...碩士 === 逢甲大學 === 經濟學所 === 91 === Studies using standard unit-root tests generally cannot reject...
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  11. 71
    by Sivri Uğur
    Published 2017-12-01
    ... and adjusted forms. Results of various unit root tests without structural breaks generally show that inflation...
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    Article
  12. 72
    by Jen-Ting Lin, 林貞廷
    Published 2003
    ... univariate regression to test the forward rate unbiased hypothesis, we adopt 4 panel unit root tests...
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  13. 73
  14. 74
    by Yi-Fang Lee, 李宜芳
    Published 2005
    ... Parity (PPP) using unit root tests with good size and power in the framework of confirmatory analysis...
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  15. 75
    by Štefan Bojnec, Imre Fertő
    Published 2020-01-01
    ... groups of panel unit root tests are applied to study the relationship between farm size and the farm size...
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    Article
  16. 76
    Subjects: ...Autoregressive model; Nonlinearity; Unit root test...
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    Article
  17. 77
    by Naranbaatar Batbayar, 納巴
    Published 2016
    ... rate parity (RIRP), focus on explore more evidence from the quantile unit root test. This study applies...
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  18. 78
  19. 79
    by Dilem Yıldırım
    Published 2017-06-01
    ... for the nonlinear nature of real exchange rates, we employ a battery of recently developed nonlinear unit root tests...
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    Article
  20. 80
    by Mehmet Akif DESTEK, İlyas OKUMUŞ
    Published 2016-06-01
    ... of PPP hypothesis is examined with traditional ADF unit root test, KSS unit root test, Fourier ADF...
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    Article