We consider a single-step Lagrange multiplier (LM) test for joint breaks (at known or unknown dates) in the long memory parameter, short-run dynamics, and level of fractionally integrated time-series process. The regression version this is easily implementable allows to identify specific sources break when null hypothesis parameter stability rejected. However, its size power properties are sens...

We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald te...

Objectives: To evaluate whether an antenatal and immediate postpartum Edinburgh Postnatal Depression Scale score are predictive of future postpartum depression and observe the correlation in-between the scores and associated risk factors. Methods: Study Design A survey recruiting 345 women from March 2015 to February 2016 using Edinburgh Postnatal Depression Scale for same group of individuals:...

Abstract This study examines the pricing of municipal bonds before and after a currency shock in Switzerland. Two approaches are used to decompose treasuries bond spreads into liquidity, maturity, default risk premiums. The first approach is model cross-sectional instrumental variables, second variables with panel data. composition for both approaches, three scenarios: before, throughout, shock...

This paper proposes a simple direct testing procedure to distinguish a linear unit root process from a globally stationary three-regime self-exciting threshold autoregressive process. We derive the asymptotic null distribution of the Wald statistic, and show that it does not depend on unknown fixed threshold values. Monte Carlo evidence clearly indicates that the exponential average of the Wald...

The effect of democracy on economic growth receives excellent attention in theoretical and empirical studies. However, much-existing literature provides conflicting views growth. For this reason, paper aims to empirically investigate the relationship between thirty-three countries from 2010 2020. This examines context panel data framework. study investigates by employing Panel unit root, cointe...

References 1. Salari K, Watkins H, Ashley EA. Personalized medicine: hope or hype?. Eur Heart J 2012;33:1564–1570. 2. Phimister EG, Feero WG, Guttmacher AE. Realizing genomic medicine. N Engl J Med 2012:366:757–759. 3. Wald NJ, Hackshaw AK, Frost CD. When can a risk factor be used as a worthwhile screening test? BMJ 1999;319:1562–1565. 4. Wald NJ, Morris JK, Rish S. The efficacy of combining se...

In this paper we consider the Wald test statistic proposed by Watt (1979) for testing equality between the sets of regression coefficients in two linear regression models when the disturbance variances may possibly be unequal. This test can be also used as a test for a structural break. As shown by Ohtani and Toyoda (1985) and Honda and Ohtani (1986), the test based on the Wald test statistic s...

PHENOTYPE PREDICTION AND FEATURE SELECTION IN GENOME-WIDE ASSOCIATION STUDIES by Andrew Roberts Genome wide association studies (GWAS) search for correlations between single nucleotide polymorphisms (SNPs) in a subject genome and an observed phenotype. GWAS can be used to generate models for predicting phenotype based on genotype, as well as aiding in identification of specific genes affecting ...