Unit-Root Tests
Unit root tests for panel data: a survey and an application
... Banerjee et al. (2001-a) argue that the assumption of a tie absence between time series of a panel data is very often violated when analysing macroeconomic time series across countries. Further, the authors prove that ...
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Unit root tests for panel data : a survey and an application
... of unit roots in the panel data comes from the already known effect that the presence of unit roots in time series may cause a misinterpretation of estimated ...those tests, thus improving their ...
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Multivariate unit root tests
... Actually, the stationary coefficient "helps" in weakening the influence of the (other) non-stationary series. UnfortunateIy, these correlations are unknown in the[r] ...
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Comparing two multivariate unit root tests
... PP tests proposed by Dickey & Fuller (1979) and Phillips & Perron (1988) respectively are, they do offer some ...both tests suffer from low power when dealing with alternatives close to the ...for ...
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Estud. Econ. vol.39 número4
... 10 unit root tests for all ...the unit root hypothesis for all the rates of unemployment and the Phillips-Perron estimations reject the unit root hypothesis for only the ...
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Rev. Bras. Econ. vol.65 número3
... as unit root tests with structural breaks, to exa- mine the IPCA (the official inflation rate), inflation expectations, and the real interest rate in ...the unit root ...a unit ...
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Rev. Bras. Econ. vol.68 número3
... We analyze inflation persistence in several industrial and emerging countries in the recent past by implementing unit root tests in the presence of unknown structural breaks and by estimating ...
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Econ. Apl. vol.13 número4
... asymmetric unit root tests, Tsionas & Christopoulos (2002), studied 14 European countries analyzed by Sarantis & Stewart ...panel unit roots tests supported the hypothe- sis of ...
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Rev. Bras. Econ. vol.64 número2
... and unit root tests with structural breaks share the same purpose: improve the power to reject a false unit ...the unit root tests with endogenously structural break ...
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DISSERTATION DOUBLE UNIT TESTS IN THE PRESENCE OF STRUCTURAL BREAKS FRANCISCO ANTÓNIO TEIXEIRA MENDONÇA
... a unit root process. However, at the time, the existing tests for the null hypothesis of exactly one unit root were based on strict assumptions, namely, parameter constancy of the ...
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Further investigation of the uncertain trend in U.S. GDP
... the unit root ...the unit root hypothesis in the presence of outlying ...for unit root in 16 industrialized countries using the Maddison’s ...of unit root against ...
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Rev. Bras. Econ. vol.62 número1
... export unit values. The results of the ADF unit root tests are in the first two columns of the first box of Table ...The unit root null hypothesis cannot be rejected in all but ...
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On the purchasing power parity for Latin-American countries
... better tests to look for evidence on the PPP hypothesis. New tests proposed by Elliott, Rothenberg, and Stock (1996) and Ng and Perron (2001) display considerable gains in power and size compared to the ...
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Rev. Bras. Econ. vol.57 número4
... the unit root null in favor of a stationary alternative and that their modified test does not reject the unit root ...regression-based unit root tests whose size and power ...
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IMPLE AND ROBUST TESTS OF THE QUADRATIC BREAK TREND HYPOTESHIS FOR (0),
... Dickey-Fuller tests was affected in the presence of two unit roots, after observing substantial size ...standard unit root tests for a single unit root when there was ...
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Effects of Oil and Non-Oil Exports on the Economic Growth of Syria
... After determining that all the variables in the model are stationary in the first difference, we run the VAR model to determine the optimal lag length, then the Johansen cointegration test will be used to determine if ...
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Mapping the Centimeter-Scale Spatial Variability of PAHs and Microbial Populations in the Rhizosphere of Two Plants.
... faces of the two rhizotrons were opened to allow sampling using a syringe whose bottom had been cut off (1.6 cm diameter, 2.5 cm long). We took 56 core samples per rhizotron (8 depths, 7 samples per depth), using a ...
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Rev. Esc. Minas vol.66 número4
... Drill cuttings are generally used in open pits and quarries as the most common stemming material, since these are most readily available at blast sites. The plaster stemming method has been found to be better than the ...
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EVALUATION OF THE HUMAN IMMUNODEFICIENCY VIRUS TYPE 1 AND 2 ANTIBODIES DETECTION IN DRIED WHOLE BLOOD SPOTS (DBS) SAMPLES
... The serum screening and confirmatory tests were performed in the Immunology Unit of Hospital Conceição Laboratory of Porto Alegre, as well as the whole blood samples transferred to the f[r] ...
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