Matches in SemOpenAlex for { <https://semopenalex.org/work/W1990995716> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W1990995716 abstract "There is a widespread perception that standard unit-root tests have poor discriminatory power when they are applied to time series with nonlinear dynamics. Via Monte Carlo simulations this study re-examines the finite sample properties of selected univariate tests for unit-root and stationarity under a broad class of nonlinear dynamic models. Our simulation experiments produce a couple of interesting findings. First, performance of tests is driven by the degree of underlying persistence rather than the nonlinear dynamics per se. Tests under study exhibit reasonable performance for nonlinear models with mild persistence, while the accuracy of inference deteriorates substantially when the models are highly persistent regardless of the linearity. Second, when it comes to deciding which one to identify first between linearity and stationarity, our results suggest to conduct linearity test first to enhance the reliability of test inference." @default.
- W1990995716 created "2016-06-24" @default.
- W1990995716 creator A5011185121 @default.
- W1990995716 creator A5037224947 @default.
- W1990995716 date "2006-01-01" @default.
- W1990995716 modified "2023-10-14" @default.
- W1990995716 title "On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study" @default.
- W1990995716 cites W1588163064 @default.
- W1990995716 cites W1830420560 @default.
- W1990995716 cites W1976557506 @default.
- W1990995716 cites W2006463826 @default.
- W1990995716 cites W2021675656 @default.
- W1990995716 cites W2021760340 @default.
- W1990995716 cites W2040576368 @default.
- W1990995716 cites W2056539284 @default.
- W1990995716 cites W2068503077 @default.
- W1990995716 cites W2070827046 @default.
- W1990995716 cites W2084700690 @default.
- W1990995716 cites W2110564849 @default.
- W1990995716 cites W2126579422 @default.
- W1990995716 cites W2136067558 @default.
- W1990995716 cites W2157753544 @default.
- W1990995716 cites W2158827591 @default.
- W1990995716 cites W3124955081 @default.
- W1990995716 cites W3125664427 @default.
- W1990995716 cites W4254152361 @default.
- W1990995716 doi "https://doi.org/10.1080/03610910500416132" @default.
- W1990995716 hasPublicationYear "2006" @default.
- W1990995716 type Work @default.
- W1990995716 sameAs 1990995716 @default.
- W1990995716 citedByCount "2" @default.
- W1990995716 countsByYear W19909957162021 @default.
- W1990995716 crossrefType "journal-article" @default.
- W1990995716 hasAuthorship W1990995716A5011185121 @default.
- W1990995716 hasAuthorship W1990995716A5037224947 @default.
- W1990995716 hasConcept C105795698 @default.
- W1990995716 hasConcept C119599485 @default.
- W1990995716 hasConcept C121332964 @default.
- W1990995716 hasConcept C127413603 @default.
- W1990995716 hasConcept C149782125 @default.
- W1990995716 hasConcept C154945302 @default.
- W1990995716 hasConcept C158622935 @default.
- W1990995716 hasConcept C161584116 @default.
- W1990995716 hasConcept C19499675 @default.
- W1990995716 hasConcept C195561663 @default.
- W1990995716 hasConcept C199163554 @default.
- W1990995716 hasConcept C2776214188 @default.
- W1990995716 hasConcept C28826006 @default.
- W1990995716 hasConcept C33923547 @default.
- W1990995716 hasConcept C41008148 @default.
- W1990995716 hasConcept C62520636 @default.
- W1990995716 hasConcept C77170095 @default.
- W1990995716 hasConceptScore W1990995716C105795698 @default.
- W1990995716 hasConceptScore W1990995716C119599485 @default.
- W1990995716 hasConceptScore W1990995716C121332964 @default.
- W1990995716 hasConceptScore W1990995716C127413603 @default.
- W1990995716 hasConceptScore W1990995716C149782125 @default.
- W1990995716 hasConceptScore W1990995716C154945302 @default.
- W1990995716 hasConceptScore W1990995716C158622935 @default.
- W1990995716 hasConceptScore W1990995716C161584116 @default.
- W1990995716 hasConceptScore W1990995716C19499675 @default.
- W1990995716 hasConceptScore W1990995716C195561663 @default.
- W1990995716 hasConceptScore W1990995716C199163554 @default.
- W1990995716 hasConceptScore W1990995716C2776214188 @default.
- W1990995716 hasConceptScore W1990995716C28826006 @default.
- W1990995716 hasConceptScore W1990995716C33923547 @default.
- W1990995716 hasConceptScore W1990995716C41008148 @default.
- W1990995716 hasConceptScore W1990995716C62520636 @default.
- W1990995716 hasConceptScore W1990995716C77170095 @default.
- W1990995716 hasLocation W19909957161 @default.
- W1990995716 hasOpenAccess W1990995716 @default.
- W1990995716 hasPrimaryLocation W19909957161 @default.
- W1990995716 hasRelatedWork W1999626295 @default.
- W1990995716 hasRelatedWork W2111991601 @default.
- W1990995716 hasRelatedWork W2142506490 @default.
- W1990995716 hasRelatedWork W2146089933 @default.
- W1990995716 hasRelatedWork W2242287992 @default.
- W1990995716 hasRelatedWork W2913952030 @default.
- W1990995716 hasRelatedWork W3121382697 @default.
- W1990995716 hasRelatedWork W3154170335 @default.
- W1990995716 hasRelatedWork W3194116379 @default.
- W1990995716 hasRelatedWork W3147576875 @default.
- W1990995716 isParatext "false" @default.
- W1990995716 isRetracted "false" @default.
- W1990995716 magId "1990995716" @default.
- W1990995716 workType "article" @default.