It is known that unit root test statistics may not have the usual asymptotic properties when the variance of innovations is unstable. In particular, persistent changes in volatility can cause the size of unit root tests to differ from the nominal level. In this paper we propose a class of modified unit root test statistics that are robust to the presence of unstable volatility. The modification...

Conventional explosives 2,4,6-trinitrotoluene (TNT), nitroglycerin (NG), and ethylene glycol dinitrate (EGDN) sorbed to hair can be directly detected by an ion mobility spectrometer (IMS) in E-mode (for explosives). Terrorist explosive, triacetone triperoxide (TATP), difficult to detect by IMS in E-mode, was detected in N-mode (for narcotics). Three modes of sample introduction to IMS vapor des...

Despite highly systematic methods for identifying priority problems and assessing intervention effects, the recent study by Tourgeman-Bashkin and colleagues would not be considered rigorous by conventional standards of validity, nor would its sample size of three units impress policymakers eager to promote large-scale change through improvement programs. Yet, study findings suggest that no sing...

One of the most common requests that statisticians get from investigators are sample size calculations or sample size justifications. The sample size is the number of patients or other experimental units included in a study, and determining the sample size required to answer the research question is one of the first steps in designing a study. Although most statistical textbooks describe techni...