نتایج جستجو برای: test of unit root
تعداد نتایج: 21234554 فیلتر نتایج به سال:
the rationale behind the present study is that particular learning strategies produce more effective results when applied together. the present study tried to investigate the efficiency of the semantic-context strategy alone with a technique called, keyword method. to clarify the point, the current study seeked to find answer to the following question: are the keyword and semantic-context metho...
A nonparametric, residual-based block bootstrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of the stationary process driving the random walk and successfully generates unit root integrated pseudo-series retaining the important characteristics of the data. It is more gen...
Abstract T his paper is to convince the usage of the nonlinear unit root tests when dealing with a nonlinear model. To do so, the stationary test for variables in a model titles “Fiscal Reaction Function in Iran” has been applied according to both the ordinary and the Nonlinear Dickey-Fuller (NDF) tests. Results show that while variables under investigation are stationary ...
this thesis attempts to measure learning styles, self efficacy and intrinsic motivation as predictors of iranian ielts reading comprehension. in order to address this issue, a quantitative study was conducted on some randomly selected intact students at ferdowsi university. these two groups were assigned as they were undergraduate (ba=91) and graduate (ma =74) students; they were all aged betwe...
this study was an attempt to investigate the effect of using c-test passages on the reading comprehension and incidental vocabulary learning of iranian intermediate efl learners. the participants were 60 male efl learners at kish mehr institute in garmsar. in fact, there were two groups, an experimental group and a comparison group with 30 students in each. the participants were pretested throu...
the skill of reading in english as a foreign language is an important and challenging one which is affected both by linguistic and extra linguistic factors. since vocabularies are part and parcel of every reading comprehension text, knowing enough vocabulary always facilitates this process. however, guessing strategy as one of the most important strategies has consistently ignored by language l...
In this paper the asymptotic properties of ARMA processes with complex-conjugate unit roots in the AR lag polynomial are studied. These processes behave quite di¤erently from regular unit root processes (with a single root equal to 1). In particular, the asymptotic properties of a standardized version of the periodogram for such processes are analyzed, and a nonparametric test of the complex un...
With the changes in economic structure and social development, paths of most variables show characteristics structural changes. Traditional unit root tests, such as ADF PP often lead to wrong conclusions about data stationarity when considering variation factors. This paper considers test power statistic with one break using Monte Carlo simulation generating process has double breaks both inter...
0
This paper analyzes the mean reversion and unit root properties of general diffusion models and their discrete samples. In particular, we find that the Dickey-Fuller unit root test applied to discrete samples from a diffusion model becomes a test of no mean reversion rather than a unit root, or more generally, nonstationarity in the underlying diffusion. The unit root test has a well defined li...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید