Coefficient constancy test in AR-ARCH models

Ha, Jeongcheol; Lee, Sangyeol

doi:10.1016/s0167-7152(02)00051-2

“…Testing for parameter changes in RCA models had been investigated since 1998. Lee (1998), and Ha and Lee (2002) developed a parameter constancy test in the RCA(1) model assuming that the innovation errors are identically and independently distributed and dependent, respectively. Lee, Ha, Na, and Na (2003) suggested a CUSUM test for parameter changes in the RCA(1) model.…”

Section: Introductionmentioning

confidence: 99%

Monitoring parameter changes in RCA(p) models

Li

¹

,

Zheng

²

,

Qi

³

et al. 2015

Journal of the Korean Statistical Society

3

0

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Exaggerated anticipatory anxiety is common in social anxiety disorder (SAD). Neuroimaging studies have revealed altered neural activity in response to social stimuli in SAD, but fewer studies have examined neural activity during anticipation of feared social stimuli in SAD. The current study examined the time course and magnitude of activity in threat processing brain regions during speech anticipation in socially anxious individuals and healthy controls (HC). Method Participants (SAD n = 58; HC n = 16) underwent functional magnetic resonance imaging (fMRI) during which they completed a 90s control anticipation task and 90s speech anticipation task.

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“…The LB test is also optimal in the sense that its power curve has the steepest slope, at the null hypothesis, of all power curves from tests with the same size. Following Neyman and Pearson [22], a number of authors, notably Ferguson [8], Efron [7], Cox and Hinkley [6], King [12][13][14], King and Hillier [18], King and Evans [16,17], Seifert [24], Lee [19], Baltagi and Wu [2] and Ha and Lee [10] among others, suggested the use of the LB test.…”

Section: Introductionmentioning

confidence: 99%

Is the locally best invariant test uniformly most powerful for a wider class of invariant tests?

Bhowmik

¹

2015

MAS

0

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Exaggerated anticipatory anxiety is common in social anxiety disorder (SAD). Neuroimaging studies have revealed altered neural activity in response to social stimuli in SAD, but fewer studies have examined neural activity during anticipation of feared social stimuli in SAD. The current study examined the time course and magnitude of activity in threat processing brain regions during speech anticipation in socially anxious individuals and healthy controls (HC). Method Participants (SAD n = 58; HC n = 16) underwent functional magnetic resonance imaging (fMRI) during which they completed a 90s control anticipation task and 90s speech anticipation task.

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“…Nicholls and Quinn (1980, 1981, 1982 studied statistical inference regarding the RCA model. Ha and Lee (2002) studied the constancy test in RCA models with ARCH errors. This paper is organized as follows.…”

Section: Introductionmentioning

confidence: 99%

Monitoring parameter changes for random coefficient autoregressive models

Na

¹

,

Lee

²

,

Lee

³

2010

Journal of the Korean Statistical Society

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Get access via publisher Add to dashboard Cite

Exaggerated anticipatory anxiety is common in social anxiety disorder (SAD). Neuroimaging studies have revealed altered neural activity in response to social stimuli in SAD, but fewer studies have examined neural activity during anticipation of feared social stimuli in SAD. The current study examined the time course and magnitude of activity in threat processing brain regions during speech anticipation in socially anxious individuals and healthy controls (HC). Method Participants (SAD n = 58; HC n = 16) underwent functional magnetic resonance imaging (fMRI) during which they completed a 90s control anticipation task and 90s speech anticipation task.

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Coefficient constancy test in AR-ARCH models

Cited by 4 publications

References 21 publications

Monitoring parameter changes in RCA(p) models

Monitoring parameter changes in RCA(p) models

Is the locally best invariant test uniformly most powerful for a wider class of invariant tests?

Monitoring parameter changes for random coefficient autoregressive models

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