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

By Aydin Mucahit
Energy (2020)

  • Mucahit Aydin

    Sakarya University

    Turkey

Created

July 3, 2020

Last update

July 4, 2020

Software

Gauss

Ranking

249

Visits

376

Downloads

38

Description

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

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

Munich Personal RePEc Archive (2019)

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

Simultaneous estimation of quantile regression functions using B-splines and total variation penalty

Computational Statistics and Data Analysis (2017)

Jhong Jae-Hwan and Koo Ja-Yong

Mode jumping MCMC for Bayesian variable selection in GLMM

Computational Statistics and Data Analysis (2018)

Storvik Geir and Hubin Aliaksandr

Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall

Journal of Banking and Finance (2018)

Kratz Marie, Lok Yen H., and McNeil Alexander J.

Optimal Experimental Design for Predator-Prey Functional Response Experiments

Working Paper (2017)

Zhang Jeff, Drovandi Christopher, Kypraios Theodore, and Papanikolaou Nikos

2017-08-08

Zip Archive

1K

147

33

0 comment

Add comment

You need to log in to post a comment.