the aim of this study was to evaluate and compare the sensitivity of plant bioassays:tradescantia-micronucleus (trad-mcn) tests using bnl 02 and 4430 clones, and crepis capillaris hairyroots chromosome aberrations test. the evaluation of the sensitivity of the tests was based on the example of the analysis of the genotoxicity of water samples from two natural water reservoirs in poland: the raw...

This article considers the fractional Dickey-Fuller test for unit roots introduced recently by Dolado, Gonzalo and Mayoral (2002). The implementation of this test depends on a nuisance parameter that affects the power of the test. Since the arbitrary selection proposed by these authors is not optimal, in this article we investigate optimality aspects of the class of tests indexed by this parame...

We estimated a wholesale demand system for beef, pork, lamb, chicken, and turkey using quarterly U.S. data and a dynamic, CBS system (Keller and Van Driel). The CBS system is a differential system, which means that it might be more appropriately applied in those situations where the data have unit roots. If there are unit roots, differencing the data can improve the properties of the estimates....

[1] Large areas of Amazonian evergreen forest experience seasonal droughts extending for three or more months, yet show maximum rates of photosynthesis and evapotranspiration during dry intervals. This apparent resilience is belied by disproportionate mortality of the large trees in manipulations that reduce wet season rainfall, occurring after 2–3 years of treatment. The goal of this study is ...

We suggest a rescaled variance type test for stationarity (null hypothesis) against deterministic trends and unit roots. The asymptotic (parameter free) distribution of the test is derived and critical values tabulated by simulations for a wide class of stationary errors with short, long or negative dependence structure. The proposed test detects a deterministic trend that can be presented as a...

We consider an exact factor model with the restriction of unobservable common stochastic trends imposed by non-stationary factors as considered by Zhou and Solberger (2012). Conditional on this, we propose a homogenous likelihood ratio test for unit roots in the idiosyncratic components. The likelihood approach has long been overlooked in this framework due to numerical burdens, and though part...

We develop a portmanteau test of extremal serial dependence. The test statistic is asymptotically chi-squared under a null of "extremal white noise", as long as extremes are Near-Epoch-Dependent, covering linear and nonlinear distributed lags, stochastic volatility, and GARCHprocesses with possib ly unit or explosive roots. We apply tail speci...c tests to equity market and exchange rate return...

We derive the probability limit of the standard Dickey-Fuller-test in the context of an exponential random walk. This result might be useful in interpreting tests for unit roots when the test is inadvertantly applied to the levels of the data when the "true" random walk is in the logs. 1 Research supported by Deutsche Forschungsgemeinschaft via SFB 475; we are grateful to Werner Ploberger for h...

In this note we consider the treatment of structural breaks in VAR models used to test for unit roots and cointegration. We give practical guidelines for the inclusion and the specification of intervention dummies in those models. JEL Classification Code: C32, C52, E43.