The tests on the homogeneity of the columns of the coefficient matrix in a multiple multivariate linear regression with some rows of the matrix constrained by synchronized orderings, using the test statistics obtained by replacing the unknown variance–covariance matrix with its estimator in...

The asymptotic local powers of various panel unit root tests are investigated. The power envelope is obtained under homogeneous and heterogeneous alternatives. It is compared with asymptotic power functions of the pooled t-test, the Ploberger-Phillips (2002) test, and a point optimal test in...

The asymptotic local powers of various panel unit root tests are investigated. The power envelope is obtained under homogeneous and heterogeneous alternatives. It is compared with asymptotic power functions of the pooled t-test, the Ploberger-Phillips (2002) test, and a point optimal test in...

Dickey and Fuller (1981) suggested unit root tests for an autoregressive model with a linear trend and a fixed initial value. This model has nuisance parameters so later authors have often worked with a slightly different model with a random initial value in which nuisance parameters can be...

Dickey and Fuller (1981) suggested unit root tests for an autoregressive model with a linear trend and a fixed initial value. This model has nuisance parameters so later authors have often worked with a slightly different model with a random initial value in which nuisance parameters can be...

This study statistically examines an availability system with reboot delay, standby switching failures and an unreliable repair facility, which consists of two active components and one warm standby. The time-to-failure and the reboot time are assumed to be exponentially distributed. The repair...