Parcourir par auteur "Kevork, I. S."
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A comparison of alternative unit root tests
Halkos, G. E.; Kevork, I. S. (2005)In this paper we evaluate the performance of three methods for testing the existence of a unit root in a time series, when the models under consideration in the null hypothesis do not display autocorrelation in the error ... -
Critical values for testing a unit root in finite samples from the MA(1)
Halkos, G. E.; Kevork, I. S. (2007)This study, using a certain simulation strategy, for the exact maximum likelihood estimator of theta from the MA( 1), estimates appropriate percentiles, together with their standard errors, offering a new set of critical ... -
Estimating the optimal order quantity and the maximum expected profit for single-period inventory decisions
Kevork, I. S. (2010)The paper considers the classical single-period inventory model, also known as the Newsboy Problem, with the demand normally distributed and fully observed in successive inventory cycles. The extent of applicability of ... -
Evaluating alternative Frequentist inferential approaches for optimal order quantities in the newsvendor model under Exponential demand
Halkos, G. E.; Kevork, I. S. (2013)Three estimation policies for the optimal order quantity of the classical newsvendor model when the demand is Exponentially distributed are evaluated in this paper. The evaluation is performed analytically for different ... -
Forecasting the stationary AR(1) with an almost unit root
Halkos, G. E.; Kevork, I. S. (2006)Although unit root tests have made a great contribution in time series econometrics, their major disadvantage is the low powers they attain on certain occasions, as for the case of the stationary AR(1), when phi is close ... -
A sequential procedure for testing the existence of a random walk model in finite samples
Halkos, G. E.; Kevork, I. S. (2008)Given the random walk model, we show, for the traditional unrestricted regression used in testing stationarity, that no matter what the initial value of the random walk is or its drift or its error standard deviation, the ...