نتایج جستجو برای: Smooth Breaks

تعداد نتایج: 147505  

Journal: Iranian Economic Review 2016

Abstract This paper attempts to re-investigate the catching-up (stochastic convergence) hypothesis among the selected 16 OECD countries applying the time series approach of convergence hypothesis with annual data over one century. To reach this aim, we propose a model which specifies a trend function, incorporating both types of structural breaks – that is, sharp breaks and smooth shifts usin...

Journal: :iranian economic review 0
omid ranjbar allameh tabataba'i university, tsangyao chang department of finance, feng chia university chien-chiang lee department of finance, national su yat-sen university zahra (mila) elmi faculty of economics, university of mazandaran

abstract this paper attempts to re-investigate the catching-up (stochastic convergence) hypothesis among the selected 16 oecd countries applying the time series approach of convergence hypothesis with annual data over one century. to reach this aim, we propose a model which specifies a trend function, incorporating both types of structural breaks – that is, sharp breaks and smooth shifts using ...

Journal: :Journal of Economic & Financial Studies 2013

Journal: Iranian Economic Review 2018

T his paper proposes a new unit root test against the alternative of symmetric or asymmetric exponential smooth transition autoregressive (AESTAR) nonlinearity that accounts for multiple smooth breaks. We provide small sample properties which indicate the test statistics have good empirical size and power. Also, we compared small sample properties of the test statistics with Christop...

2012
Paul M. Jones Walter Enders

The possibility that a series can contain an unknown number of smooth breaks raises two distinct problems. First, even if the breaks are sharp, the number of breaks and the break dates themselves are generally unknown and need to be estimated along with the other parameters of the model. Second, even if the number of breaks is known, the possibility of a smooth break means that the functional f...

Journal: :Studies in Nonlinear Dynamics & Econometrics 2016

Journal: :Oxford Bulletin of Economics and Statistics 2011

2005
Graham Elliott Ulrich K. Müller

There are a large number of tests for instability or breaks in coefficients in regression models designed for different possible departures from the stable model. We make two contributions to this literature. First, we consider a large class of persistent breaking processes that lead to asymptotically equivalent efficient tests. Our class allows for many or relatively few breaks, clustered brea...

2006
GRAHAM ELLIOTT ULRICH K. MÜLLER

There are a large number of tests for instability or breaks in coefficients in regression models designed for different possible departures from the stable model. We make two contributions to this literature. First, we consider a large class of persistent breaking processes that lead to asymptotically equivalent efficient tests. Our class allows for many or relatively few breaks, clustered brea...

2013
Yan Wang Chang Xu Li Qing Du Jia Cao Jian Xiang Liu Xu Su Hui Zhao Fei-Yue Fan Bing Wang Takanori Katsube Sai Jun Fan Qiang Liu

Dose- and time-response curves were combined to assess the potential of the comet assay in radiation biodosimetry. The neutral comet assay was used to detect DNA double-strand breaks in lymphocytes caused by γ-ray irradiation. A clear dose-response relationship with DNA double-strand breaks using the comet assay was found at different times after irradiation (p < 0.001). A time-response relatio...

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