Search Results - subject:"Critical values"

Demonstrating that the autoregressive distributed lag bounds test can detect a long-run levels relationship when the dependent variable is I(0)

Stewart, Chris - In: Econometrics : open access journal 13 (2025) 4, pp. 1-22

when it is I(1). Our second contribution is to produce previously unavailable critical values for the third test in the …

Persistent link: https://www.econbiz.de/10015562087

Outlier-robust unit root tests for score-driven models : critical values and applications

Blazsek, Szabolcs; Lynch, Allen K.; Smith, Robert A. - In: Applied economics 57 (2025) 59, pp. 10646-10661

Persistent link: https://www.econbiz.de/10015628495

Reconciling interest rates evidence with theory : rejecting unit roots when the HD(1) is a competing alternative

Palandri, Alessandro - In: Journal of banking and finance 161 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015065796

Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests

King, Alan - 2022

Persistent link: https://www.econbiz.de/10013279220

Weak instruments, first-stage heteroskedasticity and the robust F-test

Windmeijer, Frank - 2019

Persistent link: https://www.econbiz.de/10011979323

Robust critical values for unit root tests for series with conditional heteroscedasticity errors : an application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent economics & finance 5 (2017) 1, pp. 1-12

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey–Fuller critical values … Carlo methods. In terms of the size of the test, our analysis reveals that unit root tests with NoVaS-modified critical …

Persistent link: https://www.econbiz.de/10011877334

Assessment of the state of economic security in Russia using the example of the unemployment rate indicator : fractal analysis method

Belyaev, I. I.; Larionov, A. V.; Sil’vestrov, S. N. - In: Studies on Russian economic development 32 (2021) 2, pp. 141-146

Persistent link: https://www.econbiz.de/10012583243

Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-12

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey-Fuller critical values … Carlo methods. In terms of the size of the test, our analysis reveals that unit root tests with NoVaS-modified critical …

Persistent link: https://www.econbiz.de/10011988724

Methodology for calculating critical values of relevance measures in variable selection methods in data envelopment analysis

Villanueva-Cantillo, Jeyms; Munoz-Marquez, Manuel - In: European journal of operational research : EJOR 290 (2021) 2, pp. 657-670

Persistent link: https://www.econbiz.de/10012495211

Sequential elimination : fast sorts for unbiased quantile estimation

Palandri, Alessandro - In: Finance research letters 33 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012430872