Zobrazeno 1 - 10
of 167 764
pro vyhledávání: '"UNIT-ROOT"'
Autor:
Yang, Liping, Zhang, Hao
Adolphson and Sperber characterized the unique unit root of $L$-function associated with toric exponential sums in terms of the $\mathcal{A}$-hypergeometric functions. For the unit root $L$-function associated with a family of toric exponential sums,
Externí odkaz:
http://arxiv.org/abs/2412.15667
Autor:
Kiran Baygin, Burcu1 (AUTHOR) kburcu@istanbul.edu.tr, Çil, Nilgün1 (AUTHOR)
Publikováno v:
Environment, Development & Sustainability. Mar2024, Vol. 26 Issue 3, p5915-5934. 20p.
Publikováno v:
Investigación Económica, 2024 Apr 01. 83(328), 31-54.
Externí odkaz:
https://www.jstor.org/stable/48766938
Vietnam'da Sürekli Gelir Hipotezi Geçerli mi? Doğrusal Olmayan Birim Kök Testlerinden Yeni Kanıtlar.
Autor:
Özbek, Sefa1
Publikováno v:
International Journal of Disciplines Economics & Administrative Scienves Studies. Aug2024, Vol. 10 Issue 4, p114-122. 9p.
We propose sieve wild bootstrap analogues to the adaptive Lasso solution path unit root tests of Arnold and Reinschl\"ussel (2024) arXiv:2404.06205 to improve finite sample properties and extend their applicability to a generalised framework, allowin
Externí odkaz:
http://arxiv.org/abs/2409.07859
This paper explores testing unit roots based on least absolute deviations (LAD) regression under unconditional heteroskedasticity. We first derive the asymptotic properties of the LAD estimator for a first-order autoregressive process with the coeffi
Externí odkaz:
http://arxiv.org/abs/2410.13170
Autor:
Skrobotov, Anton
This review discusses methods of testing for a panel unit root. Modern approaches to testing in cross-sectionally correlated panels are discussed, preceding the analysis with an analysis of independent panels. In addition, methods for testing in the
Externí odkaz:
http://arxiv.org/abs/2408.08908
Autor:
DAŞTAN, Muhammet muhammet.dastan@omu.edu.tr
Publikováno v:
Akdeniz University Faculty of Economics & Administrative Sciences Faculty Journal / Akdeniz Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi. may2024, Vol. 24 Issue 1, p27-38. 12p.
Autor:
Fernando, Ravi
The saturated de Rham-Witt complex, introduced by Bhatt-Lurie-Mathew, is a variant of the classical de Rham-Witt complex which provides a conceptual simplification of the construction and which is expected to produce better results for non-smooth var
Externí odkaz:
http://arxiv.org/abs/2406.02922