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Relevant bibliographies by topics / Unit Root Test URT

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Academic literature on the topic 'Unit Root Test URT'

Author: Grafiati

Published: 4 June 2021

Last updated: 16 February 2022

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Journal articles on the topic "Unit Root Test URT"

1

Herranz, Ed, James Gentle, and George Wang. "Unit Roots in Time Series with Changepoints." International Journal of Statistics and Probability 6, no. 6 (2017): 127. http://dx.doi.org/10.5539/ijsp.v6n6p127.

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Many financial time series are nonstationary and are modeled as ARIMA processes; they are integrated processes (I(n)) which can be made stationary (I(0)) via differencing n times. I(1) processes have a unit root in the autoregressive polynomial. Using OLS with unit root processes often leads to spurious results; a cointegration analysis should be used instead. Unit root tests (URT) decrease spurious cointegration. The Augmented Dickey Fuller (ADF) URT fails to reject a false null hypothesis of a unit root under the presence of structural changes in intercept and/or linear trend. The Zivot and

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Aí, Huu Tran, Muhammad Imtiaz Subhani, and Sommaya Prachyangprecha. "Are the non-stationarities in global market shares of top automotive nations of the world same?" E3S Web of Conferences 244 (2021): 08016. http://dx.doi.org/10.1051/e3sconf/202124408016.

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This paper is an attempt to investigate the non-stationary process in the global market shares of automotive industry of top 26 automotive producing nations. The time series data of global automotive market shares of top 26 automotive producing nations were collected from data stream Eikon for the period from 2002 to 2014. Augmented Dickey Fuller Unit root test (ADF URT) is used to investigate the non-stationarities or shocks in the outlined series of global automotive market shares. Findings confirmed the presence of shocks or non-stationarity (absence of stationary process) in global market

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Gómez, Mario, and José Rodríguez. "Energy Consumption and Financial Development in NAFTA Countries, 1971–2015." Applied Sciences 9, no. 2 (2019): 302. http://dx.doi.org/10.3390/app9020302.

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To satisfy human needs and desires, it is necessary to produce goods and services that require the use of some production factors, such as labor, capital, and energy, among others. Nowadays, energy is a key production factor for economic activity in all countries. The main objective of this paper is to analyze the relationship between energy, economic growth, urbanization, and financial development in the country-members of the North American Free Trade Agreement (NAFTA) during the period of 1971–2015. Panel data Econometric methods are applied in this research, namely cross-section dependence

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Maekawa, Koichi. "Prewhitened unit root test." Economics Letters 45, no. 2 (1994): 145–53. http://dx.doi.org/10.1016/0165-1765(94)90126-0.

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Choi, Bo-Seung, Jin-Uk Woo, and You-Sung Park. "Locally Powerful Unit-Root Test." Communications for Statistical Applications and Methods 15, no. 4 (2008): 531–42. http://dx.doi.org/10.5351/ckss.2008.15.4.531.

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Zou, Nan, and Dimitris N. Politis. "Linear process bootstrap unit root test." Statistics & Probability Letters 145 (February 2019): 74–80. http://dx.doi.org/10.1016/j.spl.2018.08.006.

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7

Shelef, Amit. "A Gini-based unit root test." Computational Statistics & Data Analysis 100 (August 2016): 763–72. http://dx.doi.org/10.1016/j.csda.2014.08.012.

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Shin, Yongcheol, and Peter Schmidt. "The KPSS stationarity test as a unit root test." Economics Letters 38, no. 4 (1992): 387–92. http://dx.doi.org/10.1016/0165-1765(92)90023-r.

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Francq, Christian, Svetlana Makarova, and Jean-Michel Zakoı¨an. "A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test." Journal of Econometrics 142, no. 1 (2008): 312–26. http://dx.doi.org/10.1016/j.jeconom.2007.04.003.

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Leybourne, S. J., and B. P. M. McCabe. "A Consistent Test for a Unit Root." Journal of Business & Economic Statistics 12, no. 2 (1994): 157. http://dx.doi.org/10.2307/1391480.

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Dissertations / Theses on the topic "Unit Root Test URT"

1

Wei, Jianxin. "On Bootstrap Evaluation of Tests for Unit Root and Cointegration." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-233885.

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This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series. The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. The small sample correction proposed by Johansen (2004) and bootstrap are two effective methods to improve the performance of the test. In this paper we compare these two methods as well as analyse the effect of bias-adjusting through a simulation study. We consider AR(1) and AR(2) models and both size and power properties are invest

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Castro, Marcelo Augusto Farias de. "Co-integration in the real estate industry funds Brazil." Universidade Federal do CearÃ, 2012. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=8929.

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nÃo hÃ<br>The real estate investment (REI) is a newly created investment vehicle and still under constant development. Introduces, as basic characteristic, a property used for rental as the main asset. Governed by federal laws and regulations of the CVM instruction, regulatory frameworks help to give credibility to this investment vehicle. The REIs have tax benefits and remunerate its shareholders with regular income through rents. In addition, we present a third types of gain, which is the value of the shares of real estate funds. The current characteristics have a debonding between the equit

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Arvidsson, Mattias. "An empirical examination of the Fisher hypothesis in Sweden." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-25883.

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AIDOO, ERIC. "MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS." Thesis, Högskolan Dalarna, Statistik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:du-4828.

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Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. Therefore, forecasting inflation rates in Ghana becomes very important for its government to design economic strategies or effective monetary policies to combat any unexpected high inflation in this country. This paper studies seasonal autoregressive integrated moving average model to forecast inflation rates i

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Melinder, Johanna, and Katja Melnikova. "Housing prices, stock prices and interest rates: a cointegration analyses of the Stockholm region." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295656.

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This study examines the dynamic interaction between housing prices, stock prices and the repo rate in the Stockholm region by using the Johansen tests for cointegration. Several studies have been done on this topic, but the results are mixed across the world, and not many have been done in Scandinavia. This study contributes to the literature by examining eleven years of monthly data for the housing prices in the Stockholm region. We find evidence of a long-run relationship between housing prices, stock prices and the interest rate. There is a negative relationship between housing prices and t

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Kalaitzis, Angelos. "Bitcoin - Monero analysis: Pearson and Spearman correlation coefficients of cryptocurrencies." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-41402.

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In this thesis, an analysis of Bitcoin, Monero price and volatility is conducted with respect to S&P500 and the VIX index. Moreover using Python, we computed correlation coefficients of nine cryptocurrencies with two different approaches: Pearson and Spearman from July 2016 -July 2018. Moreover the Pearson correlation coefficient was computed for each year from July2016 - July 2017 - July 2018. It has been concluded that in 2016 the correlation between the selected cryptocurrencies was very weak - almost none, but in 2017 the correlation increased and became moderate positive. In 2018, alm

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Zhou, Xingwu. "Likelihood-Based Panel Unit Root Tests for Factor Models." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-233094.

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The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors. In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. Also derived are the asymptotic distributions of these test statistics. The finite sample properties of these tests are compared by simulation with other commonly used unit root tests. The results show that our LM-type tests have better size and

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Neumann, Cornelia. "Purchasing Power Parity in the European Union A panel unit root test /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05604160001/$FILE/05604160001.pdf.

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Uysal, Ela. "Application Of Nonlinear Unit Root Tests And Threshold Autoregressive Models." Master's thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614878/index.pdf.

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Popularity of nonlinear threshold models and unit root tests has increased after the recent empirical studies concerning the effects of business cycles on macroeconomic data. These studies have shown that an economic variable may react differently in response to downturns and recoveries in a business cycle. Inspiring from empirical results, this thesis investigates dynamics of Turkish key macroeconomic data, namely capacity utilization rate, growth of import and export volume indices, growth of gross domestic product, interest rate for cash loans in Turkish Liras and growth of industrial produ

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Solberger, Martin. "Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-207296.

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Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. In time series analysis it is well-established how autoregressive unit roots give rise to stochastic trends, implying that random shocks to a dynamic process are persistent rath

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Books on the topic "Unit Root Test URT"

1

Leybourne, S. J. A simple test for a unit root. University of Nottingham, Dept. of Economics, 1992.

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2

Hjalmarsson, Erik. A residual-based cointegration test for near unit root variables. Federal Reserve Board, 2007.

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3

McGraw-Hill. Algebra 2, Student Edition. Glencoe/McGraw-Hill, 2002.

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McGraw-Hill. Algebra 2, Student Edition. Glencoe/McGraw-Hill, 1998.

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McGraw-Hill. Algebra 2, Student Edition. Glencoe/McGraw-Hill, 2006.

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McGraw-Hill. Algebra 2, Student Edition. 4th ed. Glencoe/McGraw-Hill, 1998.

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McGraw-Hill. Algebra 2, Student Edition. Glencoe/McGraw-Hill, 2002.

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8

McCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.

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Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov (KS) statistic. Non-Normal time series are transformed with a Box-Cox procedure is applied. A tentative ARIMA noise model is then identified from a sample AutoCorrelation function (ACF). If the sample ACF identifies a nonstationary model, the time series is differenced. Integer orders p and q of the underlying autoregressive and moving average structures are then identified from the ACF and partial a

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Book chapters on the topic "Unit Root Test URT"

1

Das, Panchanan. "Panel Unit Root Test." In Econometrics in Theory and Practice. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-32-9019-8_17.

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2

Fellag, Hocine, and Lynda Atil. "Bayesian Approach of the Unit Root Test." In International Encyclopedia of Statistical Science. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_134.

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3

de Peretti, Christian, Carole Siani, and Mario Cerrato. "A Bootstrap Artificial Neural Network Based Heterogeneous Panel Unit Root Test in Case of Cross Sectional Independence." In Neural Information Processing. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10677-4_50.

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4

Yao, Xidan, and Dunhong Yao. "A Study on the Influence of Economic Growth on Urban-Rural Income Gap in Five Northwest Provinces Based on Unit Root and Co-integration Test." In Lecture Notes in Computer Science. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-78609-0_25.

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Zhao, Chun-Yan, and Shi-Jing Nan. "A new notion to test unit root for the LSTAR model." In Computer, Intelligent Computing and Education Technology. CRC Press, 2014. http://dx.doi.org/10.1201/b16698-130.

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"A new notion to test unit root for the LSTAR model." In Computer, Intelligent Computing and Education Technology. CRC Press, 2014. http://dx.doi.org/10.1201/9781315760827-131.

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Xia, Charley, and William Griffiths. "Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes." In Advances in Econometrics. Emerald Group Publishing Limited, 2012. http://dx.doi.org/10.1108/s0731-9053(2012)0000030007.

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Yilanci, Veli, and Mahmut Unsal Sasmaz. "Testing the Unemployment Hysteresis for G-20 Countries." In Handbook of Research on Supply Chain Management for Sustainable Development. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-5757-9.ch019.

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In this chapter, the authors analyze the validity of unemployment hysteresis for G-20 countries, namely Australia, Brazil, Canada, France, Germany, Indonesia, Italy, Japan, Korea, Mexico, Russia, South Africa, Turkey, United Kingdom, and USA for the 1960–2014 period. For this purpose, they examine the stationarity of the unemployment rates by using ADF unit root test and Fourier ADF (FADF) unit root tests. FADF unit root test is a recently introduced test whose power is not affected by the number, location, and form of the breaks. The results of the tests show that the unemployment hysteresis is valid for some of the countries.

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Yıldız, Furkan. "Globalization, International Trade, and CO2 Convergence." In Handbook of Research on the Empirical Aspects of Strategic Trade Negotiations and Management. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7568-0.ch003.

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The goal of this study is to investigate the potential effects of international trade on per-capita CO2 emissions among trade partners. To achieve this purpose, the Group of Seven (G7) countries and each of their developing trade-partner countries with the highest trade volume have been selected as the sample. The stochastic convergence methodology has been employed using Augmented Dickey Fuller (ADF), Phillips-Perron (PP), and Enders-Lee Fourier unit root tests in order to test for convergence or divergence. Various results have been obtained from the unit root tests. These results suggest international trade to have no general or common effects on per capita CO2 emissions.

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Fernández, Raúl O., and J. Eduardo Vera-Valdés. "Simulation Analysis as a Way to Assess the Performance of Important Unit Root and Change in Persistence Tests." In Simulation in Computational Finance and Economics. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-2011-7.ch018.

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This chapter shows a way to, using simulation analysis, assess the performance of some of the most popular unit root and change in persistence tests. The authors do this by means of Monte Carlo simulations. The findings suggest that these tests show a lower than expected performance when dealing with some of the processes commonly believed to be found in the economic and financial data. The output signals that extreme care should be taken when trying to support a theory using real data. As the results show, a blind practitioner could get misleading implications almost surely. As an empirical exercise, the authors show that the considered test finds evidence of a unit root process in the US house price index. Nonetheless, as the simulation analysis shows, extreme caution should be taken when analyzing these results.

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Conference papers on the topic "Unit Root Test URT"

1

Bensalma, Ahmed. "A consistent test for unit root against fractional alternative." In 2013 5th International Conference on Modeling, Simulation and Applied Optimization (ICMSAO 2013). IEEE, 2013. http://dx.doi.org/10.1109/icmsao.2013.6552578.

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Halim, S., I. N. Bisono, Melissa, and C. Thia. "Automatic seasonal auto regressive moving average models and unit root test detection." In 2007 IEEE International Conference on Industrial Engineering and Engineering Management. IEEE, 2007. http://dx.doi.org/10.1109/ieem.2007.4419368.

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Hepsag, Aycan, and Barış Erkan Yazici. "DO DEVELOPING COUNTRIES FACE THE “MIDDLE INCOME TRAP”? EVIDENCE FROM A NOVEL UNIT ROOT TEST." In 3rd International Scientific Conference on Economics and Management. Association of Economists and Managers of the Balkans, Belgrade; Faculty of Management Koper; Doba Business School - Maribor; Integrated Business Faculty - Skopje; Faculty of Management - Zajecar, 2019. http://dx.doi.org/10.31410/eman.s.p.2019.117.

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de Peretti, Christian, Carole Siani, and Mario Cerrato. "An artificial neural network based heterogeneous panel unit root test in case of cross sectional independence." In 2009 International Joint Conference on Neural Networks (IJCNN 2009 - Atlanta). IEEE, 2009. http://dx.doi.org/10.1109/ijcnn.2009.5178885.

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Moradi, Mehdi, Julian Guerrero, Robert Rohling, and Septimiu E. Salcudean. "Preliminary results of an ultrasound segmentation method based on statistical unit-root test of B-scan radial intensity profiles." In 2009 IEEE International Ultrasonics Symposium. IEEE, 2009. http://dx.doi.org/10.1109/ultsym.2009.5442062.

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Güreşçi Pehlivan, Gülçin, Esra Ballı, and Muammer Tekeoğlu. "Purchasing Power Parity in Commonwealth of Independent States." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01011.

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The Purchasing Power Parity suggests that differences in relative prices in two countries move together with nominal exchange rates in the long run. This study examines the validity of PPP as transition economies for Commonwealth of Independent States (CIS). Purchasing Power Parity holds only when the real exchange rate is stationary in the equation. To test the stationary, we used both time series and panel data analysis. Testing unit root both with time series and panel data in this study, provides us double check of the results. We also test the cross sectional dependence to choose the appr

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Ağayev, Seymur. "The Validity of Purchasing Power Parity Hypothesis for Kazakhstan." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00594.

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The article examines the validity of Purchasing Power Parity (PPP) hypothesis for Kazakhstan by using the data set belonging to the period January 1995 to December 2012. Both linear and nonlinear unit root tests are used to make an econometrical investigation on stationarity characteristics of real exchange rate series of Kazakhstan’s Tenge that defined according to different foreign countries or country groups. First of two nonlinear unit root tests that applied in this paper models structural change as a smooth transition and the other nonlinear unit root test takes into account both structu

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Versen, Martin, and Michael Hayn. "Introduction to Verification and Test Using a 4-Bit Arithmetic Logic Unit Including a Failure Module in a Xilinx XC9572XL CPLD." In ISTFA 2014. ASM International, 2014. http://dx.doi.org/10.31399/asm.cp.istfa2014p0533.

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Abstract In order to educate students in a practical way, a test object for a lab course is created: shorts and opens in an electrical model of physical defects are injected to a net list of a 4-bit arithmetic logic unit and are implemented in a Xilinx CPLD 9572XL. The fails are electrically controllable and observable in verification and electrical hardware test. By using a Test Access Port (TAP), the fails are analyzed in terms of their root cause. The arithmetic logic unit is used as a key component for lab exercises that complement the test part of an Integrated Circuit System Design and T

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Shejale, Girish M., and David Ross. "Failure Investigation of 1st Stage Buckets From Frame 3002, 10 MW Gas Turbine Unit." In ASME 2011 Turbo Expo: Turbine Technical Conference and Exposition. ASMEDC, 2011. http://dx.doi.org/10.1115/gt2011-46863.

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The 1st stage buckets in Frame 3002, 10 MW industrial gas turbine experienced premature failures. The buckets failed unexpectedly much earlier than the designed bucket life. Bucket material is Inconel 738, with platinum-aluminized coating on the surface. Failure investigation of the buckets was performed to know the root cause of the failure. The failure investigation primarily comprised of metallurgical investigation. The results of the metallurgical investigation were co-related with the unit operational history. This paper provides an overview of 1st stage buckets investigation. The metallu

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Srikonda, Rohit, Rune Haakonsen, Massimiliano Russo, and Peri Periyasamy. "Real-Time Wellhead Bending Moment Measurement Using Motion Reference Unit (MRU) Sensors and Machine Learning." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-78301.

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In order to facilitate real-time monitoring of accumulated wellhead fatigue damage, it is necessary to measure the wellhead bending moment in real-time. This paper presents a novel method to estimate the wellhead bending moment in realtime using acceleration and inclination data from the motion reference unit (MRU) sensors installed on BOP and LRJ, riser tension data and a trained neural network model. The method proposed in this paper is designed with a Recursive Neural Network (RNN) model to be trained to estimate the wellhead bending moment in real-time with high accuracy based on motion MR

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