A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks

By Aydin Mucahit
Working Paper Munich Personal RePEc Archive (2019)

  • Mucahit Aydin

    Sakarya University

    Turkey

Created

July 3, 2020

Last update

July 4, 2020

Software

Gauss

Ranking

216

Visits

1081

Downloads

107

Description

These Gauss codes are written for Wavelet KSS and Fourier Wavelet KSS unit root tests.

Ensemble Sparse Estimation of Covariance Structure for Exploring Genetic Disease Data

Computational Statistics & Data Analysis (2021)

Kang Xiaoning and Wang Mingqiu

A Mapping-based Universal Kriging Model for Order-of addition Problems in Drug Combination Studies

Computational Statistics & Data Analysis (2021)

Xiao Qian and Xu Hongquan

Inference for partially observed epidemic dynamics guided by Kalman filtering techniques

Working Paper (2020)

Delattre Maud, Larédo Catherine, and Vergu Elisabeta

Estimating Robot Strengths with Application to Selection of Alliance Members in FIRST Robotics Competitions

Computational Statistics and Data Analysis (2021)

Lim Alejandro, Chiang Chin-Tsang, and Teng Jen-Chieh

Are shocks to disaggregated renewable energy consumption permanent or temporary for the USA? Wavelet based unit root test with smooth structural shifts

Energy (2020)

Aydin Mucahit

Statistical inference of locally stationary functional coefficient models

Journal of Statistical Planning and Inference (2020)

Ding Hao, Hu Jianhua, Liu Liangyuan, and Feng Jingyan

A Simple Test for Zero Multiple CorrelationCoefficient in High-Dimensional Normal Data UsingRandom Projection

Working Paper (2019)

Najarzadeh Dariush

Specification tests in semiparametric transformation models - a multiplier bootstrap approach

Working Paper (2019)

Kloodt Nick and Neumeyer Natalie

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data

Computational Statistics and Data Analysis (2018)

French Joshua

0 comment

Add comment

You need to log in to post a comment.