نتایج جستجو برای: seasonal unit root
تعداد نتایج: 588948 فیلتر نتایج به سال:
in this paper, we analyze the dynamics of income gap between 138 countries with usa by using time series model of convergence hypothesis and various panel unit root tests over period 1950-2008. all panel unit root tests don’t reject the null hypothesis of unit root. univariate unit root tests results show that gdp per capita of south korea, switzerland, austria, lesoto and hungry catch up with ...
Although it is widely acknowledged that rising atmospheric CO2 concentrations will increase crop root growth, no study has considered how this response could be influenced by agricultural management practices. Therefore, we examined the influence of elevated atmospheric CO2 (ambient + 360 mmol mol ) on root dynamics of sorghum (Sorghum bicolor) produced under conventional (tillage following win...
Different techniques for estimating seasonal water use from soil profile water depletion frequently do not account for flux below the root zone. Shallow water table contribution to supply crop water use may be important in arid and semi-arid regions. Development of predictive root uptake models, under influence of shallow water table makes it possible for planners to incorporate interaction bet...
In cointegration analysis, it is customary to test the hypothesis of unit roots separately for each single time series. In this note, we point out that this procedure may imply large size distortion of the unit root tests if the DGP is a VAR. It is well-known that univariate models implied by a VAR data generating process necessarily have a finite order MA component. This feature may explain wh...
Although the impacts of structural instability on testing for unit root have been studied extensively for univariate time series, such impacts on panel data unit root tests are still relatively unknown. A major issue is the choice of model in accommodating different types of break (instability) prior to testing for unit root. Specifically, researchers must specify a potential break in the inter...
This paper presents the application of feed-forward multilayer perceptron networks to forecast hourly nitrogen oxides levels 24 hours in advance. Input data were meteorological variables, average hourly traffic and nitrogen oxides hourly levels. The introduction of four periodic components (sine and cosine terms for the daily and weekly cycles) was analyzed in order to improve the models’ predi...
There is a sizeable literature that tests for weak-form efficiency in commodity and energy spot and futures prices. While many studies now allow for multiple structural breaks to address the criticism that conventional unit root tests have low power to reject the unit root null in the presence of structural change, the extant literature overlooks the fact that conventional unit root tests are b...
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