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Table 4 Hausman test Correlated random effects—Hausman test Equation: untitled Test cross-section random effects Test summary Chi-sq.
At last, a nonlinear test equation is simulated to verify the results obtained from theory.
The proposed method, when applied to a linear test equation, is shown to be unconditionally stable.
Table 5 Jarque-Bera test Equation Chi2 df prob > chi2 Prod.
In this work we construct new Runge Kutta Nyström methods especially designed to integrate exactly the test equation y″="−w2y.
In Section 4, the mean-square stability of the CSSθ method for linear test equation is studied.
However, Lehmann (1998) pointed out that the power function of the rank-sum test, Equation (2), was only qualitative.
Linear stability analysis is given by applying the numerical methods to the test equation.
In this section, we focus on the MS-stability of the IM method applied to a scalar linear test equation.
If we know that an equation is conditionally oscillatory, then we can use it as a testing equation for many other equations.
In the tests, we include both constant and trend terms and employ the SIC for the optimal lag order in the ADF test equation.
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