Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124243635> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3124243635 abstract "We propose a modified version of the nonparametric level crossing random walk test, in which the crossing level is determined locally. This modification results in a test that is robust to unknown multiple structural breaks in the level and slope of the trend function under both the null and alternative hypothesis. No knowledge regarding the number or timing of the breaks is required. An algorithm is proposed to select the degree of localization in order to maximize bootstrapped power in a proximate model. A computational procedure is then developed to adjust the critical values for the effect of this selection procedure by replicating it under the null hypothesis. The test is applied to Canadian nominal inflation and nominal interest rate series with implications for the Fisher hypothesis." @default.
- W3124243635 created "2021-02-01" @default.
- W3124243635 creator A5055742484 @default.
- W3124243635 creator A5073974009 @default.
- W3124243635 date "2010-01-01" @default.
- W3124243635 modified "2023-09-27" @default.
- W3124243635 title "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks" @default.
- W3124243635 hasPublicationYear "2010" @default.
- W3124243635 type Work @default.
- W3124243635 sameAs 3124243635 @default.
- W3124243635 citedByCount "0" @default.
- W3124243635 crossrefType "posted-content" @default.
- W3124243635 hasAuthorship W3124243635A5055742484 @default.
- W3124243635 hasAuthorship W3124243635A5073974009 @default.
- W3124243635 hasConcept C102366305 @default.
- W3124243635 hasConcept C105795698 @default.
- W3124243635 hasConcept C113679137 @default.
- W3124243635 hasConcept C11413529 @default.
- W3124243635 hasConcept C121194460 @default.
- W3124243635 hasConcept C124101348 @default.
- W3124243635 hasConcept C143724316 @default.
- W3124243635 hasConcept C149782125 @default.
- W3124243635 hasConcept C151730666 @default.
- W3124243635 hasConcept C154606282 @default.
- W3124243635 hasConcept C154815372 @default.
- W3124243635 hasConcept C162324750 @default.
- W3124243635 hasConcept C175025494 @default.
- W3124243635 hasConcept C191988596 @default.
- W3124243635 hasConcept C203763787 @default.
- W3124243635 hasConcept C33923547 @default.
- W3124243635 hasConcept C41008148 @default.
- W3124243635 hasConcept C44249647 @default.
- W3124243635 hasConcept C556758197 @default.
- W3124243635 hasConcept C86803240 @default.
- W3124243635 hasConcept C87007009 @default.
- W3124243635 hasConceptScore W3124243635C102366305 @default.
- W3124243635 hasConceptScore W3124243635C105795698 @default.
- W3124243635 hasConceptScore W3124243635C113679137 @default.
- W3124243635 hasConceptScore W3124243635C11413529 @default.
- W3124243635 hasConceptScore W3124243635C121194460 @default.
- W3124243635 hasConceptScore W3124243635C124101348 @default.
- W3124243635 hasConceptScore W3124243635C143724316 @default.
- W3124243635 hasConceptScore W3124243635C149782125 @default.
- W3124243635 hasConceptScore W3124243635C151730666 @default.
- W3124243635 hasConceptScore W3124243635C154606282 @default.
- W3124243635 hasConceptScore W3124243635C154815372 @default.
- W3124243635 hasConceptScore W3124243635C162324750 @default.
- W3124243635 hasConceptScore W3124243635C175025494 @default.
- W3124243635 hasConceptScore W3124243635C191988596 @default.
- W3124243635 hasConceptScore W3124243635C203763787 @default.
- W3124243635 hasConceptScore W3124243635C33923547 @default.
- W3124243635 hasConceptScore W3124243635C41008148 @default.
- W3124243635 hasConceptScore W3124243635C44249647 @default.
- W3124243635 hasConceptScore W3124243635C556758197 @default.
- W3124243635 hasConceptScore W3124243635C86803240 @default.
- W3124243635 hasConceptScore W3124243635C87007009 @default.
- W3124243635 hasLocation W31242436351 @default.
- W3124243635 hasOpenAccess W3124243635 @default.
- W3124243635 hasPrimaryLocation W31242436351 @default.
- W3124243635 hasRelatedWork W1544178588 @default.
- W3124243635 hasRelatedWork W1558808141 @default.
- W3124243635 hasRelatedWork W1564157050 @default.
- W3124243635 hasRelatedWork W1969531154 @default.
- W3124243635 hasRelatedWork W2008887732 @default.
- W3124243635 hasRelatedWork W2060985116 @default.
- W3124243635 hasRelatedWork W2084235223 @default.
- W3124243635 hasRelatedWork W2087855743 @default.
- W3124243635 hasRelatedWork W2093891423 @default.
- W3124243635 hasRelatedWork W2592030630 @default.
- W3124243635 hasRelatedWork W2884241624 @default.
- W3124243635 hasRelatedWork W3121577815 @default.
- W3124243635 hasRelatedWork W3122959721 @default.
- W3124243635 hasRelatedWork W3123032986 @default.
- W3124243635 hasRelatedWork W3125479917 @default.
- W3124243635 hasRelatedWork W3125867424 @default.
- W3124243635 hasRelatedWork W3125994985 @default.
- W3124243635 hasRelatedWork W3154444706 @default.
- W3124243635 hasRelatedWork W948215907 @default.
- W3124243635 hasRelatedWork W2772013811 @default.
- W3124243635 isParatext "false" @default.
- W3124243635 isRetracted "false" @default.
- W3124243635 magId "3124243635" @default.
- W3124243635 workType "article" @default.