Unit root test in a semiparametric model (Record no. 7262)
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| 000 -LEADER | |
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| fixed length control field | 01484nam a22002057a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | CHED |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240425163253.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240123b |||||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | Commission on Higher Education |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | LG 995 2018 C6 A73 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Aracid, Sarah Bernadette M. |
| 245 ## - TITLE STATEMENT | |
| Title | Unit root test in a semiparametric model |
| Statement of responsibility, etc. | Sarah Bernadette M. Aracid |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Diliman, Quezon City |
| Name of publisher, distributor, etc. | : University of the Philippines |
| Date of publication, distribution, etc. | ,2018. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ii, 55 pages |
| Dimensions | ; 29 cm. |
| Accompanying material | with CD. |
| 500 ## - GENERAL NOTE | |
| General note | Thesis (Master of Science major in Statistics) -- University of the Philippines Diliman, June 2018. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Presence of unit root in time series data is implicated in the persistent effect of random shocks in the behavior of a model, leading most unit root tests to be incorrectly-sized or have low power or both. A nonparametric test for the presence of unit root is proposed. To mitigate the possible problem of present unit root tests, it is assumed that another time series (x,t) possibly affect the target time series (y,t) in addition to the autocorrelation dynamics. A nonparametric effect of (x,t) can spare the autocorrelation structure from further contaminations, hence, the test can characterize presence of unit roots in yt easily. Simulation study showed that the proposed test yields better size and power compared to some tests for unit root.<br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Empirical distribution. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Nonparametric test. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Thesis and Dissertation |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Use restrictions | Not for loan | Collection | Home library | Current library | Shelving location | Date acquired | Total checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
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| Library of Congress Classification | Room Use Only | Thesis and Dissertation | Commission on Higher Education | Commission on Higher Education | Thesis | 01/23/2024 | LG 995 2018 C6 A73 | CHEDTD-000083 | 01/23/2024 | 1 | 01/23/2024 | Thesis and Dissertation | |||||
| Library of Congress Classification | Restricted Access | Storage Area | Digital Thesis and Dissertation | Commission on Higher Education | Commission on Higher Education | Digital Thesis and Dissertation | 01/23/2024 | LG 995 2018 C6 A73 | DCHEDTD-000024 | 01/23/2024 | 1 | 01/23/2024 | Thesis and Dissertation |