This study tests for the stationarity of aggregate output (GDP at factor cost) and its three major components, namely GDP agriculture, GDP industry and GDP services in the presence of structural breaks during 1950-51 to 2011-12. Results indicate that (i) the GDP has three break points; (ii) GDP agriculture contains one while the GDP industry and GDP services contain four breaks each; and (iii) ...

This paper considers a class of nonparametric autoregressive processes and then a class of nonparametric time series regression models with a nonstationary regressor. For the autoregression case, we propose a nonparametric unit–root test for the conditional mean. For the nonparametric time series regression case, we construct a nonparametric test for testing whether the regression is of a known...

This paper applies univariate and panel data unit root tests to annual panel data for 182 countries over the period 1979-2000 to examine the stationarity properties of per capita energy consumption. The univariate unit root test can only reject the unit root null for 29 per cent of the countries at the 10 per cent level or better without a trend and 37 per cent of the countries at the 10 per ce...

Background: The rapid and ongoing phenomenon of global warming has negatively impacted both the Earth’s environment its inhabitants. Time series regression analysis techniques play a significant role in weather forecasting interpretation climate data. One key characteristics time analysis is stationarity. Methods...

In a prevalent cohort study with follow-up subjects identified as prevalent cases are followed until failure (defined suitably) or censoring. When the dates of the initiating events of these prevalent cases are ascertainable, each observed datum point consists of a backward recurrence time and a possibly censored forward recurrence time. Their sum is well known to be the left truncated lifetime...

his paper tests for evidence in support of the purchasing power parity (PPP) in the bilateral real exchange rate series of the South African rand against the US dollar. The importance of considering structural breaks in the PPP test is illustrated. Using standard unit root tests without considering structural breaks, the study is unable to reject the null hypothesis of a unit root in the exchan...

This paper considers a class of nonparametric autoregressive processes and then a class of nonparametric time series regression models with a nonstationary regressor. For the autoregression case, we propose a nonparametric unit–root test for the conditional mean. For the nonparametric time series regression case, we construct a nonparametric test for testing whether the regression is of a known...

Partitioned Bayesian phylogenetic analyses of routine genetic data sets, constructed using MrBayes (Ronquist and Huelsenbeck 2003), can become trapped in regions of parameter space characterized by unrealistically long trees and distorted partition rate multipliers. Such analyses commonly fail to reach stationarity during hundreds of millions of generations of sampling-many times longer than mo...

Reinforcement learning induces non-stationarity at several levels. Adaptation to non-stationary environments is of course a desired feature of a fair RL algorithm. Yet, even if the environment of the learning agent can be considered as stationary, generalized policy iteration frameworks, because of the interleaving of learning and control, will produce non-stationarity of the evaluated policy a...