Testing for a unit root with nonstationary nonlinear heteroskedasticity
Sign Up to like & getrecommendations! Published in 2020 at "Econometric Reviews"
DOI: 10.1080/07474938.2020.1721833
Abstract: Abstract We provide a large sample theory for the Dickey-Fuller unit root test when the volatility process is driven by a nonlinear transformation of nonstationary time series. Our theory allows the dynamics of future volatilities… read more here.
Keywords: testing unit; unit; heteroskedasticity; unit root ... See more keywords
COVID-19 Testing Unit Munich: Impact of Public Health and Safety Measures on Patient Characteristics and Test Results, January to September 2020
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Public Health"
DOI: 10.3389/fpubh.2022.856189
Abstract: To assess the course of the COVID-19 pandemic and the impact of non-pharmaceutical interventions, the number of reported positive test results is frequently used as an estimate of the true number of population-wide infections. We… read more here.
Keywords: testing unit; test results; test; public health ... See more keywords
Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels with Logistic Smooth Breaks
Sign Up to like & getrecommendations! Published in 2023 at "Symmetry"
DOI: 10.3390/sym15030747
Abstract: In this study, we investigate the validity of the purchasing power parity (PPP) proposition for 34 European and selected global countries. For this purpose, we propose a new unit root test for cross-sectionally dependent heterogeneous… read more here.
Keywords: testing unit; unit roots; unit; roots nonlinear ... See more keywords