ArticleEntropy (Basel, Switzerland)2022
Mildly Explosive Autoregression with Strong Mixing Errors.
Article in Entropy (Basel, Switzerland), 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
0 citing papers in PubMed.
No citing paper in PubMed yet.
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
4 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
In this paper, we consider the mildly explosive autoregression yt=ρnyt−1+ut, 1≤t≤n, where ρn=1+c/nν, c>0, ν∈(0,1), and u1,…,un are arithmetically α-mixing errors. Under some weak conditions, such as Eu1=0, E|u1|4+δ<∞ for some δ>0 and mixing coefficients α(n)=O(n−(2+8/δ)), the Cauchy limiting distribution is established for the least squares (LS) estimator ρ^n of ρn, which extends the cases of independent errors and geometrically α-mixing errors. Some simulations for ρn, such as the empirical probability of the confidence interval and the empirical density, are presented to illustrate the Cauchy limiting distribution, which have good finite sample performances. In addition, we use the Cauchy limiting distribution of the LS estimator ρ^n to illustrate real data from the NASDAQ composite index from April 2011 to April 2021.
Indexed as
Identifiers
What OpenQuestion holds
Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.