English
Related papers

Related papers: Panel Data Unit Root testing: Overview

200 papers

Testing covariance structure is of importance in many areas of statistical analysis, such as microarray analysis and signal processing. Conventional tests for finite-dimensional covariance cannot be applied to high-dimensional data in…

Statistics Theory · Mathematics 2013-10-31 Rongmao Zhang , Liang Peng , Ruodu Wang

New testing and development procedures and methods are needed to address topics like power system stability, operation and control in the context of grid integration of rapidly developing smart grid technologies. In this context, individual…

Clustered standard errors and approximate randomization tests are popular inference methods that allow for dependence within observations. However, they require researchers to know the cluster structure ex ante. We propose a procedure to…

Econometrics · Economics 2022-01-14 Yong Cai

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

Analyzing time-series cross-sectional (also known as longitudinal or panel) data is an important process across a number of fields, including the social sciences, economics, finance, and medicine. PanelMatch is an R package that implements…

Methodology · Statistics 2025-08-19 Adam Rauh , In Song Kim , Kosuke Imai

A central goal in social science is to evaluate the causal effect of a policy. One dominant approach is through panel data analysis in which the behaviors of multiple units are observed over time. The information across time and space…

Econometrics · Economics 2022-10-11 Dennis Shen , Peng Ding , Jasjeet Sekhon , Bin Yu

This paper introduces the Non-linear Partition of Unity Method, a novel technique integrating Radial Basis Function interpolation and Weighted Essentially Non-Oscillatory algorithms. It addresses challenges in high-accuracy approximations,…

Numerical Analysis · Mathematics 2025-01-17 José Manuel Ramón , Juan Ruiz-Alvarez , Dionisio F. Yáñez

The aim of this paper is to review some work conducted in the field of user testing that aims at specifying or clarifying the test procedures and at defining and developing tools to help conduct user tests. The topics that have been…

Human-Computer Interaction · Computer Science 2010-09-30 J. M. Christian Bastien

We use reproducing kernel methods to study various rigidity problems. The methods and setting allow us to also consider the non-positive case.

Complex Variables · Mathematics 2007-09-18 Daniel Alpay , Simeon Reich , David Shoikhet

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao

Consider a panel data setting where repeated observations on individuals are available. Often it is reasonable to assume that there exist groups of individuals that share similar effects of observed characteristics, but the grouping is…

Methodology · Statistics 2024-02-09 Lu Yu , Jiaying Gu , Stanislav Volgushev

With the upgrade of the RPCs [1]-[2] and the increase of its performances, the study and the optimization of the read-out panel is necessary in order to maintain the signal integrity and to reduce the intrinsic crosstalk. Through…

Instrumentation and Detectors · Physics 2019-07-24 E. Alunno Camelia , R. Cardarelli , A. Di Ciaccio , S. Bruno , A. Caltabiano , P. Camarri , B. Liberti , L. Massa , L. Pizzimento , A. Rocchi

This survey study discusses main aspects to optimal estimation methodologies for panel data regression models. In particular, we present current methodological developments for modeling stationary panel data as well as robust methods for…

Econometrics · Economics 2023-11-14 Christis Katsouris

Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

One of the most widely applied unit root test, Phillips-Perron test, enjoys in general highpowers, but suffers from size distortions when moving average noise exists. As a remedy, thispaper proposes a nonparametric bootstrap unit root test…

Methodology · Statistics 2019-07-23 Nan Zou , Dimitris Politis

We here propose a machine learning approach for monitoring particle detectors in real-time. The goal is to assess the compatibility of incoming experimental data with a reference dataset, characterising the data behaviour under normal…

High Energy Physics - Experiment · Physics 2023-03-10 Gaia Grosso , Nicolò Lai , Marco Letizia , Jacopo Pazzini , Marco Rando , Lorenzo Rosasco , Andrea Wulzer , Marco Zanetti

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

Econometrics · Economics 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis one way to detect stochastic trends is to test if the series has unit roots, and for…

Statistics Theory · Mathematics 2020-09-15 Marcio Alves Diniz , Carlos Alberto de Braganca Pereira , Julio Michael Stern

Testing is a vital part of software development, and spreadsheets are like any other software in this respect. This paper discusses the testing of spreadsheets in the light of one practitioner's experience. It considers the concept of…

Software Engineering · Computer Science 2008-07-22 Louise Pryor

New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may…

Econometrics · Economics 2020-12-16 Brendan K. Beare , Juwon Seo