Simulation of parametric model towards the fixed covariate of right censored lung cancer data

Jamil, Siti Afiqah Muhamad; Abdullah, Mohd Asrul Affendi; Kek, Sie Long; Olaniran, Oyebayo Ridwan; Amran, Syahila Enera

doi:10.1088/1742-6596/890/1/012172

Cited by 2 publications

(2 citation statements)

References 6 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…We consider cases with ρ = 0.0, 0.5 and sample sizes T = 500, 1250, 2500 corresponding to t = 100, 250, 1000. Similar approaches were used in [4,12,[22][23][24][25][26][27].…”

Section: Simulation Studymentioning

confidence: 99%

A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects

Olaniran,

Allohibi

et al. 2024

Preprint

View full text Add to dashboard Cite

Asymptotic theories for fractional cointegrations have been extensively studied in the context of time series data, with numerous empirical studies and tests developed. However, most of the previously developed testing procedures for fractional cointegration were primarily designed for time series data. This paper proposes a generalized residual-based test for fractionally cointegrated panels with fixed effects. The test development is based on bivariate panel series with the regressor assumed to be fixed across cross-sectional units. The proposed test procedure accommodates any integration order between [0,1], and it is asymptotically normal under the null hypothesis. Monte Carlo experiments demonstrate that the test exhibits better size and power compared to a similar residual-based test across varying sample sizes.

show abstract

“…We consider cases with ρ = 0.0, 0.5 and sample sizes T = 500, 1250, 2500 corresponding to t = 100, 250, 1000. Similar approaches were used in [4,12,[22][23][24][25][26][27].…”

Section: Simulation Studymentioning

confidence: 99%

A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects

Olaniran,

Allohibi

et al. 2024

Preprint

View full text Add to dashboard Cite

show abstract

“…We consider cases with ρ = 0.0, 0.5 and sample sizes N = 500, 1250, 2500 corresponding to T = 100, 250, 1000. Similar approaches were used in [14,22,25,[32][33][34][35][36][37][38][39].…”

Section: Simulation Studymentioning

confidence: 99%

A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects

Olaniran,

Allohibi

et al. 2024

Mathematics

Self Cite

View full text Add to dashboard Cite

Asymptotic theories for fractional cointegrations have been extensively studied in the context of time series data, with numerous empirical studies and tests having been developed. However, most previously developed testing procedures for fractional cointegration are primarily designed for time series data. This paper proposes a generalized residual-based test for fractionally cointegrated panels with fixed effects. The test’s development is based on a bivariate panel series with the regressor assumed to be fixed across cross-sectional units. The proposed test procedure accommodates any integration order between [0,1], and it is asymptotically normal under the null hypothesis. Monte Carlo experiments demonstrate that the test exhibits better size and power compared to a similar residual-based test across varying sample sizes.

show abstract

Simulation of parametric model towards the fixed covariate of right censored lung cancer data

Cited by 2 publications

References 6 publications

A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects

A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects

A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects

Contact Info

Product

Resources

About