[go: up one dir, main page]
More Web Proxy on the site http://driver.im/

Lee et al., 2016 - Google Patents

A Simple panel unit‐root test with smooth breaks in the presence of a multifactor error structure

Lee et al., 2016

View PDF
Document ID
14288717246929052572
Author
Lee C
Wu J
Yang L
Publication year
Publication venue
Oxford Bulletin of Economics and Statistics

External Links

Snippet

This paper extends the cross‐sectionally augmented panel unit‐root test (CIPS) developed by Pesaran et al.(2013, Journal of Econometrics, Vol. 175, pp. 94–115) to allow for smoothing structural changes in deterministic terms modelled by a Fourier function. The …
Continue reading at papers.ssrn.com (PDF) (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G06Q10/0639—Performance analysis
    • G06Q10/06393—Score-carding, benchmarking or key performance indicator [KPI] analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/067—Business modelling
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F11/00—Error detection; Error correction; Monitoring
    • G06F11/36—Preventing errors by testing or debugging software
    • G06F11/3668—Software testing
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F11/00—Error detection; Error correction; Monitoring
    • G06F11/30—Monitoring
    • G06F11/34—Recording or statistical evaluation of computer activity, e.g. of down time, of input/output operation; Recording or statistical evaluation of user activity, e.g. usability assessment
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F2201/00—Indexing scheme relating to error detection, to error correction, and to monitoring

Similar Documents

Publication Publication Date Title
Lee et al. A Simple panel unit‐root test with smooth breaks in the presence of a multifactor error structure
Favero et al. Principal components at work: the empirical analysis of monetary policy with large data sets
Im et al. Panel LM unit‐root tests with level shifts
Alessi et al. Non‐fundamentalness in structural econometric models: A review
Canova et al. Estimating multicountry VAR models
Evin et al. Comparison of joint versus postprocessor approaches for hydrological uncertainty estimation accounting for error autocorrelation and heteroscedasticity
Kumar et al. Dynamics of persistence in international inflation rates
Carrion‐i‐Silvestre et al. Testing the null of cointegration with structural breaks
Gonzalo et al. A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Enders et al. A unit root test using a Fourier series to approximate smooth breaks
Nakajima Time-varying parameter VAR model with stochastic volatility: An overview of methodology and empirical applications
Hamilton et al. Testable implications of affine term structure models
Volpi On return period and probability of failure in hydrology
Kaufmann et al. Bayesian analysis of switching ARCH models
Chrid et al. Export upgrading and economic growth: A panel cointegration and causality analysis
Shintani et al. Is there chaos in the world economy? A nonparametric test using consistent standard errors
Konzen et al. LASSO‐Type Penalties for Covariate Selection and Forecasting in Time Series
Zhang et al. On a mixture GARCH time‐series model
Pradhan The Determinants of Long Run Finance Development: The ARDL Bound Testing Approach.
Leung et al. Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning
Boldea et al. Change point estimation in panel data with time‐varying individual effects
Gong et al. Forecasting return volatility of the CSI 300 index using the stochastic volatility model with continuous volatility and jumps
Dou et al. Generalized Local‐to‐Unity Models
Lui et al. Mildly Explosive Autoregression with Anti‐persistent Errors
Bhatti et al. Growth effects of real exchange rate misalignment: evidence from Pakistan