This paper replicates Leybourne et al. (1998), who propose a Dickey-Fuller type test for unit root that is most appropriate when there is reason to suspect the possibility of deterministic structural change in the series. We find that our replicated results are quite similar to the authors' results. We also make the Ox source code available
International audienceNous proposons un test pour comparer le paramètre de longue mémoire de deux pr...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
We study the application of bootstrap procedures to the problem of constructing confidence intervals...
This paper replicates Leybourne et al. (1998), who propose a Dickey-Fuller type test for unit root t...
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time se...
In time series regressions with nonparametrically autocorrelated errors, it is now standard empirica...
AbstractWe observe two sequences of curves which are connected via an integral operator. Our model i...
Software reliability models require the sequence of interfailure times from the debugging process as...
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationar...
AbstractWe discuss some methods to test for possible changes in the parameters of a long-memory sequ...
International audienceAn increasing number of time-consuming simulators exhibit a complex noise stru...
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes....
summary:Nowadays, the algorithm most frequently used for determination of the estimators of paramete...
summary:A large number of parameters in regression models can be serious obstacle for processing and...
A particular version of the tests of Robinson (1994) for testing stochastic cycles in macroeconomic ...
International audienceNous proposons un test pour comparer le paramètre de longue mémoire de deux pr...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
We study the application of bootstrap procedures to the problem of constructing confidence intervals...
This paper replicates Leybourne et al. (1998), who propose a Dickey-Fuller type test for unit root t...
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time se...
In time series regressions with nonparametrically autocorrelated errors, it is now standard empirica...
AbstractWe observe two sequences of curves which are connected via an integral operator. Our model i...
Software reliability models require the sequence of interfailure times from the debugging process as...
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationar...
AbstractWe discuss some methods to test for possible changes in the parameters of a long-memory sequ...
International audienceAn increasing number of time-consuming simulators exhibit a complex noise stru...
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes....
summary:Nowadays, the algorithm most frequently used for determination of the estimators of paramete...
summary:A large number of parameters in regression models can be serious obstacle for processing and...
A particular version of the tests of Robinson (1994) for testing stochastic cycles in macroeconomic ...
International audienceNous proposons un test pour comparer le paramètre de longue mémoire de deux pr...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
We study the application of bootstrap procedures to the problem of constructing confidence intervals...