• East Asian Economic Review
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• v.20 no.4
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• pp.493-517
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• 2016

This paper examines the persistent properties of 12 sectoral relative prices between Korea and Japan obtained following the Classification of Individual Consumption according to Purpose (COICOP) over the period of 1985-2016. Applying a new econometric method developed by Pesaran which controls for the cross-section dependence in a panel, we are not able to reject the hypothesis that the sectoral real exchange rates contain a common stochastic trend. On the other hand, the well-known panel unit root tests such as the IPS and LLC tests widely used by previous studies strongly reject the unit root hypothesis. Since the error term of the regression for our panel exhibits significant cross-section dependence, these opposite results justify that the use of the new econometric method is appropriate.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.707-711
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• 2009

We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

• The Pure and Applied Mathematics
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• v.4 no.1
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• pp.7-18
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• 1997

Consider an $r\;\times\;c$ contingency table under the full multinomial model in which each classification is ordered. The problem is to test the null hypothesis of independence. A number of tests have been proposed for this problem. In this article we show that all of these tests can be improved on in some sense for most cases. In fact the preceding tests sometimes are inadmissible in a strict sense. Furthermore, we show by example that in some cases improved tests can yield substantially improved power functions.

• Communications for Statistical Applications and Methods
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• v.24 no.6
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• pp.663-671
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• 2017

Some genetic association tests include an unidentifiable nuisance parameter under the null hypothesis of no association. When the mode of inheritance (MOI) is not specified in a case-control design, the Cochran-Armitage (CA) trend test contains an unidentifiable nuisance parameter. The transmission disequilibrium test (TDT) in a family-based association study that includes the unaffected also contains an unidentifiable nuisance parameter. The hypothesis tests that include an unidentifiable nuisance parameter are typically performed by taking a supremum of the CA tests or TDT over reasonable values of the parameter. The p-values of the supremum test statistics cannot be obtained by a normal or chi-square distribution. A common method is to use a Davies's upper bound of the p-value instead of an exact asymptotic p-value. In this paper, we provide a unified sine-cosine process expression of the CA trend test that does not specify the MOI and the TDT that includes the unaffected. We also present a closed form expression of the exact asymptotic formulas to calculate the p-values of the supremum tests when the score function can be written as a linear form in an unidentifiable parameter. We illustrate how to use the derived formulas using a pharmacogenetics case-control dataset and an attention deficit hyperactivity disorder family-based example.

• The Korean Journal of Elementary Counseling
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• v.7 no.1
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• pp.91-108
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• 2008

The goal of this study is to examine the sociality and school adjustment of elementary school lower-class students. The following research hypotheses were set up and addressed: Hypothesis 1: There would be significant differences in sociality of the elementary school lower-class students according to activity - making friends group counseling Program. Hypothesis 2: There would be significant differences in school adjustment of the elementary school lower-class students according to activity - making friends group counseling Program. The subjects for the study were 20 first grade students attending N elementary school in Daejeon area. The students were assigned to the two groups-experimental group(N=10) and controlled group(N=10). The experimental group received 10 sessions of the activity - making Friends group counseling program for 40 minutes by 2 times every week, and the controlled group didn't do anything. To verify the hypotheses, two tests(sociality and school adjustment tests) were administered for the pretest and post-test. Means and standard deviations obtained from these tests were analyzed with factorial covariance test using SPSSWIN(10.0). The results were as follows: Hypothesis 1 was confirmed. The scores of experimental group were significantly higher than those of controlled group in sociability, cooperation and independence, but not in observance. Hypothesis 2 was confirmed. The scores of experimental group were significantly higher than those of controlled group in teacher-student relationship, student-student relationship and classes, but not in the keeping rules. The conclusion of the result is that the program have a good effect on the elementary school lower-class students' sociality and school adjustment. Above all, along with long-term adaptability of the research, continuous studies are required.

• Journal of Korea Society of Industrial Information Systems
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• v.23 no.3
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• pp.131-142
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• 2018

Since income growth rate and poverty level are related, there is a possibility that the poverty rate may converge in the long run steady state as well. If the poverty rate converges, then for this study the state that begins with the high poverty rate would have a higher poverty reduction rate. To examine the convergence of poverty rate among the US states, this study uses two times series methodologies. First, in order to prevent the power loss from ignoring the structural break when testing for a unit root in a single time series, this study employs the newly developed panel LM unit root tests with level and trend shifts. The results of unit root tests of the log of poverty rate without allowing for structural breaks show that twenty six states reject the null hypothesis of unit root test for the ADF test, twenty five states for the LM test, and thirty five states for the RALS-LM test. The result of unit root tests that allow one structural break shows that the null hypothesis of a unit root test is rejected for twenty two states with the LM test, and thirty three states with the RALS-LM test. This supports poverty rates are converging among US states.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 1998.06b
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• pp.171-176
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• 1998

This paper resents a spatio-temporal video segmentation method. The algorithm segments each frame of video sequences captured by a static or moving camera into moving objects (foreground) and background using a statistical hypothesis test. In the proposed method, three consecutive image frames are exploited and a hypothesis testing is performed by comparing two means from two consecutive difference images, which results in a T-test. This hypothesis test yields change detection mask that indicates moving areas (foreground) and non-moving areas (background). Moreover, an effective method for extracting object mask form change detection mask is proposed.

• Korean Journal of Logic
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• v.23 no.2
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• pp.71-115
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• 2020

It seems certain that even if the same evidence is in itself given for any hypotheses, the way how it is obtained makes some differences in its support degree of them. In this respect, it is worth paying our attention to Mayo's conception of "severe test" and her technical development of it, which are just concerned with the procedures of getting evidence. Nonetheless, there have been criticisms against her theory from various respects. Among them, here this paper focuses on those especially raised by Jung (2018) and Iseda (1999). And it attempts to defend Mayo's theory on behalf of her against their critiques. For this purpose, the paper also proposes particularly a new concept of what is called the "mechanism generating an evidence-hypothesis". On the way, Mayo's own faults are revealed as well.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.12
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• pp.31-38
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• 2021

This study contributes to the existing literature and tries to analyze the validity of the Fisher hypothesis in the Philippines. Using monthly data from January 1995 to December 2020, the empirical analysis used the Engle-Granger and Johansen cointegration testing technique. The correlation coefficient suggests a strong positive association. All things being equal, a rise in inflation leads to a rise in the nominal interest rate. The unit-root tests show that inflation and the nominal interest rate are both stationary. Based on both Engle-Granger and cointegrating regression Durbin-Watson tests, the nominal interest rate and inflation are cointegrated. Likewise, the results from Johansen cointegration indicate that there exists a long-run relationship between the variables. However, we rejected a one-to-one relationship between nominal interest rate and inflation. The error correction term coefficient (ECM) shows that it is statistically significant suggesting that the nominal interest rate adjusts to the inflation rate with a lag. The Pair-wise Granger Causality test reported a bi-directional causal relationship between nominal interest rate and inflation. Inflation targeting has been the monetary policy framework of choice for most central banks. In essence, the conclusions of this study are useful to central banks because they help them better comprehend the long-run equilibrium relationship between the nominal interest rate and inflation.

• Journal of the Korean Statistical Society
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• v.30 no.2
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• pp.281-290
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• 2001

Symmetric estimation and recursive mean adjustment are considered to construct tests for the doble unit root hypothesis for both parametric and semiparametric time series models. It is shown that simultaneous application of symmetric estimation and recursive mean adjustment yields the most powerful test. Moreover, size property of the semiparametric test based on the simultaneous application is bet among all semiparametric tests.