Search for dissertations about: "Unit root"
Showing result 6 - 10 of 51 swedish dissertations containing the words Unit root.
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6. Testing for Unit Root against LISTAR Model : Wavelet Improvement under GARCH Distortion
Abstract : In this paper we propose a Nonlinear Dickey-Fuller F test for unit root against first order Logistic Smooth Transition Autoregressive LISTAR (1) model with time as the transition variable. The Nonlinear Dickey-Fuller F test statistics is established under the null hypothesis of random walk without drift and the alternative model is a nonlinear LSTAR (1) model. READ MORE
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7. Testing the unit root hypothesis in nonlinear time series and panel models
Abstract : The thesis contains the four chapters: Testing parameter constancy in unit root autoregressive models against continuous change; Dickey-Fuller type of tests against nonlinear dynamic models; Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed; Testing unit roots in nonlinear dynamic heterogeneous panels. In Chapter 1 we derive tests for parameter constancy when the data generating process is non-stationary against the hypothesis that the parameters of the model change smoothly over time. READ MORE
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8. On Non Parametric Regression and Panel Unit Root Testing
Abstract : In this thesis, two different issues in econometrics are studied, the estimation of regression coefficients and the non-stationartiy analysis in a panel setting.Regarding the first topic, we study a set of measure of location-based estimators (MLBEs) for the slope parameter in a linear regression model with a single stochastic regressor. READ MORE
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9. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model
Abstract : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. READ MORE
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10. The Vertical Distribution of Roots, Mycorrhizal Mycelia and Nutrient Acquisition in Mature Forest Trees
Abstract : The vertical distribution of the nutrient uptake of Norway spruce (Picea abies (L.) Karst.), European beech (Fagus sylvatica L.) and pedunculate oak (Quercus robur L. READ MORE