The name is absent



Table 1. Empirical size and power of the Bierens tests (5% level).

n = 200_________________________

n = 500_________________________

Test

B(fh)

B(m)

B(m)

B(mo)

B(m)

B(m)

B(m)

B(⅝)

(7,P)

(1.5, 0.2)

(1.5,0.3)

(2, 0.3)

_

(1.5, 0.2)

(1.5,0.3)

(2, 0.3)

_

f =

O

0.1154

0.0551

0.0457

0.0434

0.0964

0.0512

0.0484

0.0476

f =

fι

0.7920

0.7495

0.7235

0.5240

0.8550

0.8205

0.8075

0.6480

f =

f2

1.0000

1.0000

1.0000

0.9555

1.0000

1.0000

1.0000

0.9610

f =

f3

1.0000

1.0000

1.0000

0.9545

1.0000

1.0000

1.0000

0.9695

f =

f4

0.6920

0.5825

0.5270

0.4145

0.8235

0.7475

0.7100

0.5540

f =

f5

1.0000

1.0000

1.0000

0.9560

1.0000

1.0000

1.0000

0.9607

f =

fβ

1.0000

1.0000

1.0000

0.9400

1.0000

1.0000

1.0000

0.9613

f =

f7

0.7490

0.7070

0.6787

0.5103

0.8470

0.8227

0.8123

0.6660

Table 2. Empirical size and power of Marmer’s RESET test (5% level).

n = 200_______________

n = 500_______________

к = 1

к = 2

к = 3

к = 1

к = 2

к = 3

f

= 0

0.0405

0.0469

0.0510

0.0439

0.0468

0.0486

f

= fι

0.2940

0.6920

0.6935

0.4310

0.8045

0.8015

f

= f2

0.8940

0.9300

0.9305

0.9065

0.9270

0.9245

f

= f3

0.9945

0.9940

0.9960

0.9965

0.9950

0.9965

f

= f4

0.6970

0.6595

0.6325

0.8330

0.8015

0.7875

f

= f5

0.8943

0.9383

0.9377

0.9103

0.9310

0.9300

f

= fβ

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

ɪ

= f7

0.1870

0.4347

0.4507

0.3263

0.6233

0.6350

Table 3. Stationarity tests

Returns

DY

BM

EP

ADF

-24.172

-0.846

-0.710

-0.584

Phillips-Perron

-24.613

-0.858

-0.693

-0.554

KPSS_______

0.050

2.894

2.175

1.302

23



More intriguing information

1. A Computational Model of Children's Semantic Memory
2. Human Resource Management Practices and Wage Dispersion in U.S. Establishments
3. The Role of Trait Emotional Intelligence (El) in the Workplace.
4. Government spending composition, technical change and wage inequality
5. Examining Variations of Prominent Features in Genre Classification
6. The name is absent
7. What Drives the Productive Efficiency of a Firm?: The Importance of Industry, Location, R&D, and Size
8. The effect of classroom diversity on tolerance and participation in England, Sweden and Germany
9. Innovation Trajectories in Honduras’ Coffee Value Chain. Public and Private Influence on the Use of New Knowledge and Technology among Coffee Growers
10. On Evolution of God-Seeking Mind