A unit root test based on the modified least squares estimator

QR Code

A unit root test based on the modified least squares estimator

A unit root test based on the modified least squares (MLS) estimator for first-order autoregressive process is proposed and compared with unit root tests based on the ordinary least squares (OLS), the weighted symmetric (WS) and the modified weighted symmetric (MWS) estimators. The percentiles of th...

Full description

Bibliographic Details
Main Author:	Wararit Panichkitkosolkul
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2014
Online Access:	http://journalarticle.ukm.my/7826/ http://journalarticle.ukm.my/7826/1/20_Wararit.pdf

Similar Items

Bootstrap methods for estimating the confidence interval for the parameter of the zero-truncated Poisson-Sujatha distribution and their applications
by: Wararit Panichkitkosolkul,
Published: (2023)

Integer aperture least-squares estimation
by: Teunissen, Peter
Published: (2005)

Least-squares variance component estimation
by: Teunissen, Peter, et al.
Published: (2008)

An optimal property of the integer least-squares estimator
by: Teunissen, Peter
Published: (1999)

Variance Component Estimation by the Method of Least-Squares
by: Teunissen, Peter, et al.
Published: (2008)

Nonlinear least squares
by: Teunissen, Peter
Published: (1990)

Integer least-squares
by: Teunissen, Peter
Published: (2004)

Nonlinearity and Least-Squares.
by: Teunissen, Peter, et al.
Published: (1988)

First and second moments of non-linear least-squares estimators
by: Teunissen, Peter
Published: (1989)

Probabilistic Evaluation of the Integer Least-squares and Integer Aperture Estimators
by: Verhagen, S., et al.
Published: (2008)

Application of Least-Squares Variance Component Estimation to GPS Observables
by: Amiri-Simkooei, A., et al.
Published: (2009)

Estimation of upper limb impedance parameters using recursive least square estimator
by: Htoon, Zaw Lay, et al.
Published: (2016)

Inferential estimation and control of chemical processes using partial least squares based model
by: Lim, Wan Piang
Published: (2005)

The distribution of the GPS baseline in case of integer least-squares ambiguity estimation.
by: Teunissen, Peter
Published: (1998)

Derivative estimation of triangular patch by using cubic least square method
by: Awang, Noorehan, et al.
Published: (2016)

Reduced Fuzzy Recursive Least-Squares Algorithm For Real Time Estimation
by: Cheah, Kah Wai
Published: (2018)

Comparing least-squares and goal programming estimates of linear regression parameter.
by: Ahmad, Maizah Hura, et al.
Published: (2005)

Rank estimators versus least square estimators for estimating the parameters of semiparametric accelerated failure time model
by: Karimi, Mostafa, et al.
Published: (2019)

Automatic estimation of gestational age in ultrasound images based on direct least-squares fitting of ellipse
by: Marhaban, Mohammad Hamiruce, et al.
Published: (2010)

Estimation of the design elements of horizontal alignment by the method of least squares/Jalina Rabi
by: Rabi, Jalina
Published: (2006)

Analysis of partial least square estimation process and control of distillation column process
by: Nurul Hamizah, Baharan
Published: (2006)

Nonlinear least squares parameter estimation problem using Levenberg-Marquardt method
by: Kaw, Wei Ching, et al.
Published: (2017)

Software development for real time data capturing and least square estimation analysis
by: Abbas, Mohd. Azwan, et al.
Published: (2005)

Confidence limits for Weibull parameters estimated using linear least squares analysis
by: Davies, Ian
Published: (2017)

Unbiased estimation of the Weibull scale parameter using linear least squares analysis
by: Davies, Ian
Published: (2017)

Adaptive antenna array beamforming using a concatenation of recursive least square and least mean square algorithms
by: Srar, Jalal Abdulsayed
Published: (2011)

Development of a software system for least squares estimation,deformation detection and visualization analysis
by: Setan, Halim, et al.
Published: (2001)

The GPS integer least-squares statistics.
by: Teunissen, Peter
Published: (2000)

Least-squares collocation with integer parameters
by: Teunissen, Peter
Published: (2006)

Towards a least-squares framework for adjusting and testing of both functional and stochastic models.
by: Teunissen, Peter
Published: (2004)

Essays in unit root testing
by: Smith, Lynette Vanessa
Published: (2003)

Estimation of vinyl acetate monomer concentration using neural network & partial least square
by: Mohamad Zafarudin, Mohamad
Published: (2008)

Parameter estimation of tapioca starch hydrolysis process: application of least squares and genetic algorithm
by: Rashid, Roslina, et al.
Published: (2005)

The least-squares ambiguity decorrelation adjustment: a method for fast GPS integer ambiguity estimation
by: Teunissen, Peter
Published: (1995)

Robust Least Square Estimation Of The CRS A465 Robot Arm's Dynamic Model Parameters
by: Azeddien, Kinsheel, et al.
Published: (2012)

Unbiased estimation of Weibull modulus using linear least squares analysis—A systematic approach
by: Davies, Ian
Published: (2017)

Modified BPNN via iterated least median squares, particle Swarm optimization and firefly algorithm
by: Md. Ghani, Nor Azura, et al.
Published: (2017)

Dynamic Data Processing; Recursive Least Squares.
by: Teunissen, Peter
Published: (2001)

Available Transfer Capability and Least Square Method
by: Hojabri, Mojgan, et al.
Published: (2012)

Available transfer capability and least square method
by: Hojabri, Mojgan, et al.
Published: (2012)