Search Results - subject:"sequential procedure"

Simple sequential procedure for modeling of item non-response in econometric analysis : application to CV survey data

Fonta, William M.; Ayuk, Elias T.; Ichoku, Hyacinth E. - In: CBN journal of applied statistics 3 (2012) 1, pp. 1-17

analyst faces a sample selection bias problem. The aim of this paper is to provide further evidence using a simple sequential … procedure to deal with the problem when using non-randomly selected samples in social science research. The procedure entails …

Persistent link: https://www.econbiz.de/10011477155

A new budget allocation framework for the expected opportunity cost

Gao, Siyang; Chen, Weiwei; Shi, Leyuan - In: Operations research 65 (2017) 3, pp. 787-803

Persistent link: https://www.econbiz.de/10011691474

A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component

Kejriwal, Mohitosh; Perron, Pierre - Krannert School of Management, Purdue University - 2009

KRANNERT SCHOOL OF MANAGEMENT Purdue University West Lafayette, Indiana A Sequential Procedure to … A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component … Carlo simulations suggest that the procedure works well in finite samples. Keywords: Structural Change, Sequential Procedure …

Persistent link: https://www.econbiz.de/10005835374

Testing for Multiple Structural Changes in Cointegrated Regression Models

Kejriwal, Mohitosh; Perron, Pierre - Krannert School of Management, Purdue University - 2008

changes. This sequential procedure is useful in that it permits consistent estimation of the number of breaks present. We show … alternative hypothesis of k +1changes. This sequential procedure is useful in that it permits consistent estimation of the number … correlation in the errors. Keywords: Change-point, Sequential procedure, Wald tests, Unit Roots, Cointe- gration. JEL …

Persistent link: https://www.econbiz.de/10005835341

Sequential fixed-width confidence bands for kernel regression estimation

Dharmasena, S; De Silva, B; Zeephongsekul, P - 2008

was optimized using the purely and two-stage sequential procedure together with asymptotic properties of the Nadaraya …

Persistent link: https://www.econbiz.de/10009481589

Non-renewable resource prices: A robust evaluation from the stationarity perspective

Presno, María José; Landajo, Manuel; Fernández, Paula - In: Resource and Energy Economics 36 (2014) 2, pp. 394-416

The bulk of the literature investigating persistence properties of non-renewable resource prices series has focused on application of unit root tests. This paper contributes to the debate, applying a methodology which allows (1) robust detection of the presence and (if so) the number of changes,...

Persistent link: https://www.econbiz.de/10011043416

Non-renewable resource prices : a robust evaluation from the stationarity perspective

Presno, María José; Landajo, Manuel; Fernández, Paula - In: Resource and energy economics 36 (2014) 2, pp. 394-416

Persistent link: https://www.econbiz.de/10010391586

A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An Application to Quarterly Data of Nepal, 1970-2003

Shrestha, M.B.; Chowdhury, K. - In: International Journal of Applied Econometrics and … 2 (2005) 2, pp. 31-46

Testing for unit roots has special significance in terms of both economic theory and the interpretation of estimation results. as there are several methods available, researchers face method selection problem while conducting the unit root test on time series data in the presence of structural...

Persistent link: https://www.econbiz.de/10005100189

Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data

Shrestha, Min B.; Chowdhury, Khorshed - School of Accounting, Economics, and Finance, … - 2005

Testing for unit roots has special significance in terms of both economic theory and the interpretation of estimation results. As there are several methods available, researchers face method selection problem while conducting the unit root test on time series data in the presence of structural...

Persistent link: https://www.econbiz.de/10005212343

Optimal rates of convergence in the Weibull model based on kernel-type estimators

Mercadier, Cécile; Soulier, Philippe - In: Statistics & Probability Letters 82 (2012) 3, pp. 548-556

Let F be a distribution function in the maximal domain of attraction of the Gumbel distribution such that −log(1−F(x))=x1/θL(x) for a positive real number θ, called the Weibull tail index, and a slowly varying function L. It is well known that the estimators of θ have a very slow rate of...

Persistent link: https://www.econbiz.de/10011039860