نتایج جستجو برای: test of unit root
تعداد نتایج: 21234554 فیلتر نتایج به سال:
This paper proposes a simple and improved nonparametric unit–root test. An asymptotic distribution of the proposed test is established. Finite sample comparisons with an existing nonparametric test are discussed. Some issues about possible extensions are outlined.
The purpose of this study is to investigate the asymptotics of a first order auto regressive unit root process, AR(1). The goal is to determine which tests could be used to test for the presence of a unit root in a first order auto regressive process. A unit root is present when the root of the characteristic equation of this process equals unity. In order to test for the presence of a unit roo...
the present study investigated the effect of the two vocabulary teaching techniques in est, namely the use of translation and the use of visual aids as two separate vocabulary teaching techniques. to answer the question of the study, a pretest (michigan test) was administered to the 58 randomly selected est students at khajeh nasiredin tusi university, faculty of mechanics. after the homogeneit...
The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulatio...
the present study was an attempt to compare the effect of peer metalinguistic corrective feedback on elementary and intermediate efl learners speaking ability to see which level benefits more from this type of feedback. to this end, 117 female efl learners at grade 3, al-zahra high school in kermanshah, iran were non-randomly chosen. the homogeneity of the participants was attained through a pi...
abstract the present study was an attempt to investigate the effect of critical thinking on writing ability of 60 iranian intermediate efl learners studying at chenar language institute in khuzestan, iran. to this end, the participants of the study were selected based on their performance in an pet test, a cornell critical thinking test form x and a pre-test of writing. the participants un...
Unit root tests for time series with level shifts are considered. The level shift is assumed to occur at a known time point. In contrast to some other proposals the level shift is modeled as part of the intercept term of the stationary component of the data generation process which is separated from the unit root component. In this framework simple shift functions result in a smooth transition ...
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