Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 소병수 | - |
dc.date.accessioned | 2016-08-27T02:08:41Z | - |
dc.date.available | 2016-08-27T02:08:41Z | - |
dc.date.issued | 2001 | - |
dc.identifier.issn | 0143-9782 | - |
dc.identifier.other | OAK-1054 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/215504 | - |
dc.description.abstract | For unit root tests, we propose a new mean adjustment scheme, called recursive mean adjustment. For adjusting the mean of an observation at a time t, instead of the global sample mean, we use the recursive sample mean which is the sample mean of the observations up to the time t. The approach is simple and can be applied to a wide class of unit root tests. The recursive mean adjustment gives us tests with substantially higher powers compared with the tests based on the ordinary mean adjustment. | - |
dc.language | English | - |
dc.publisher | BLACKWELL PUBL LTD | - |
dc.subject | power | - |
dc.subject | recursive rcsidual | - |
dc.subject | unit root | - |
dc.title | Recursive mean adjustment for unit root tests | - |
dc.type | Article | - |
dc.relation.issue | 5 | - |
dc.relation.volume | 22 | - |
dc.relation.index | SCI | - |
dc.relation.index | SCIE | - |
dc.relation.index | SCOPUS | - |
dc.relation.startpage | 595 | - |
dc.relation.lastpage | 612 | - |
dc.relation.journaltitle | JOURNAL OF TIME SERIES ANALYSIS | - |
dc.identifier.doi | 10.1111/1467-9892.00243 | - |
dc.identifier.wosid | WOS:000175858700006 | - |
dc.author.google | Shin, DW | - |
dc.author.google | So, BS | - |
dc.contributor.scopusid | 소병수(7005199584) | - |
dc.date.modifydate | 20211102105704 | - |