Browsing by Subject "hypothesis testing"
Now showing items 1-6 of 6
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Article
The asymptotic size and power of the augmented Dickey–Fuller test for a unit root
(2016)It is shown that the limiting distribution of the augmented Dickey–Fuller (ADF) test under the null hypothesis of a unit root is valid under a very general set of assumptions that goes far beyond the linear AR(∞) process ...
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Article
The asymptotic size and power of the augmented Dickey–Fuller test for a unit rootAAA
(2016)It is shown that the limiting distribution of the augmented Dickey–Fuller (ADF) test under the null hypothesis of a unit root is valid under a very general set of assumptions that goes far beyond the linear AR(∞) process ...
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Article
Education Externalities on Longevity
(2013)We argue that education exerts positive external effects on health, beyond the standard internal effects documented in the literature. We implement an innovative approach to control for endogeneity and omitted variables ...
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Article
Long-run PPP under the presence of near-to-unit roots: The case of the British Pound-US dollar rate
(2009)Empirical tests typically provide evidence that the British pound-US dollar exchange rate and the relative wholesale price index contain exact unit roots and exhibit cointegration. However, the cointegrating vector is ...
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Article
Testing alternative hypotheses for evolutionary diversification in an african songbird: Rainforest refugia versus ecological gradients
(2011)Geographic isolation in rainforest refugia and local adaptation to ecological gradients may both be important drivers of evolutionary diversification. However, their relative importance and the underlying mechanisms of ...
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Testing for additivity and joint effects in multivariate nonparametric regression using Fourier and wavelet methods
(2004)We consider the problem of testing for additivity and joint effects in multivariate nonparametric regression when the data are modelled as observations of an unknown response function observed on a d-dimensional (d ≥ 2) ...