Search Results - subject:"Critical Values"

Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests

King, Alan - 2022

Persistent link: https://www.econbiz.de/10013279220

Reconciling interest rates evidence with theory : rejecting unit roots when the HD(1) is a competing alternative

Palandri, Alessandro - In: Journal of banking and finance 161 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015065796

Weak instruments, first-stage heteroskedasticity and the robust F-test

Windmeijer, Frank - 2019

Persistent link: https://www.econbiz.de/10011979323

Assessment of the state of economic security in Russia using the example of the unemployment rate indicator : fractal analysis method

Belyaev, I. I.; Larionov, A. V.; Sil’vestrov, S. N. - In: Studies on Russian economic development 32 (2021) 2, pp. 141-146

Persistent link: https://www.econbiz.de/10012583243

Methodology for calculating critical values of relevance measures in variable selection methods in data envelopment analysis

Villanueva-Cantillo, Jeyms; Munoz-Marquez, Manuel - In: European journal of operational research : EJOR 290 (2021) 2, pp. 657-670

Persistent link: https://www.econbiz.de/10012495211

Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-12

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey-Fuller critical values … Carlo methods. In terms of the size of the test, our analysis reveals that unit root tests with NoVaS-modified critical …

Persistent link: https://www.econbiz.de/10011988724

Robust critical values for unit root tests for series with conditional heteroscedasticity errors : an application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent economics & finance 5 (2017) 1, pp. 1-12

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey–Fuller critical values … Carlo methods. In terms of the size of the test, our analysis reveals that unit root tests with NoVaS-modified critical …

Persistent link: https://www.econbiz.de/10011877334

Sequential elimination : fast sorts for unbiased quantile estimation

Palandri, Alessandro - In: Finance research letters 33 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012430872

A (negative) replication of "the relationship between energy consumption, energy prices, and economic growth: time series evidence from Asian developing countries" (Energy Economic...

Mann, Janelle; Sephton, Peter S. - In: Energy economics 82 (2019), pp. 78-84

Persistent link: https://www.econbiz.de/10012173846

On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling

Borgoni, Riccardo; Quatto, Piero - Dipartimento di Statistica, Università degli Studi di … - 2007

exponential model while the critical values and the power are tabulated via Monte Carlo simulations for small samples. . …

Persistent link: https://www.econbiz.de/10005273072