{"id":"https://openalex.org/W2074870116","doi":"https://doi.org/10.1080/757584405","title":"Some non-parametric tests for duration dependence: an application to UK business cycle data","display_name":"Some non-parametric tests for duration dependence: an application to UK business cycle data","publication_year":1995,"publication_date":"1995-01-01","ids":{"openalex":"https://openalex.org/W2074870116","doi":"https://doi.org/10.1080/757584405","mag":"2074870116"},"language":"en","primary_location":{"id":"doi:10.1080/757584405","doi":"https://doi.org/10.1080/757584405","is_oa":false,"landing_page_url":"https://doi.org/10.1080/757584405","pdf_url":null,"source":{"id":"https://openalex.org/S167117542","display_name":"Journal of Applied Statistics","issn_l":"0266-4763","issn":["0266-4763","1360-0532"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","dongbi-c","doyens","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Statistics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5038778695","display_name":"Ram Mudambi","orcid":"https://orcid.org/0000-0002-5396-5602","observed_orcids":["https://orcid.org/0000-0002-5396-5602"]},"institutions":[{"id":"https://openalex.org/I92864154","display_name":"University of Buckingham","ror":"https://ror.org/03kd28f18","country_code":"GB","type":"education","lineage":["https://openalex.org/I92864154"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Ram Mudambi","raw_affiliation_strings":["University of Buckingham","University of Buckingham#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Buckingham","institution_ids":["https://openalex.org/I92864154"]},{"raw_affiliation_string":"University of Buckingham#TAB#","institution_ids":["https://openalex.org/I92864154"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053056209","display_name":"Larry W. Taylor","orcid":"https://orcid.org/0000-0003-1812-061X","observed_orcids":["https://orcid.org/0000-0003-1812-061X"]},"institutions":[{"id":"https://openalex.org/I186143895","display_name":"Lehigh University","ror":"https://ror.org/012afjb06","country_code":"US","type":"education","lineage":["https://openalex.org/I186143895"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Larry W. Taylor","raw_affiliation_strings":["Lehigh University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lehigh University","institution_ids":["https://openalex.org/I186143895"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.36096698,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"22","issue":"1","first_page":"163","last_page":"177"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9833999872207642,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9833999872207642,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.002300000051036477,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0013000000035390258,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/duration-dependence","display_name":"duration dependence","score":0.9629999995231628},{"id":"https://openalex.org/keywords/business-cycles","display_name":"business cycles","score":0.902999997138977},{"id":"https://openalex.org/keywords/nonparametric-tests","display_name":"nonparametric tests","score":0.902999997138977},{"id":"https://openalex.org/keywords/markov-processes","display_name":"Markov processes","score":0.8159999847412109},{"id":"https://openalex.org/keywords/method-of-moments","display_name":"method of moments","score":0.7689999938011169},{"id":"https://openalex.org/keywords/finite-sample-critical-values","display_name":"finite-sample critical values","score":0.8740000128746033},{"id":"https://openalex.org/keywords/null-distribution","display_name":"null distribution","score":0.7350000143051147}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6998419165611267},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.6922302842140198},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6275202035903931},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5996019244194031},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5907432436943054},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.5188535451889038},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.4787237346172333},{"id":"https://openalex.org/C120639","wikidata":"https://www.wikidata.org/wiki/Q7068958","display_name":"Null distribution","level":4,"score":0.46804332733154297},{"id":"https://openalex.org/C203763787","wikidata":"https://www.wikidata.org/wiki/Q371029","display_name":"Null (SQL)","level":2,"score":0.4427659213542938},{"id":"https://openalex.org/C134742768","wikidata":"https://www.wikidata.org/wiki/Q7092298","display_name":"One- and two-tailed tests","level":5,"score":0.43842828273773193},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4136263430118561},{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.4134487211704254},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.36222290992736816},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3499153256416321},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1464049220085144},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08935546875},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/757584405","doi":"https://doi.org/10.1080/757584405","is_oa":false,"landing_page_url":"https://doi.org/10.1080/757584405","pdf_url":null,"source":{"id":"https://openalex.org/S167117542","display_name":"Journal of Applied Statistics","issn_l":"0266-4763","issn":["0266-4763","1360-0532"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","dongbi-c","doyens","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Statistics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320313494","display_name":"John Carroll University","ror":"https://ror.org/001gmya32"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W651825897","https://openalex.org/W1600861240","https://openalex.org/W1603321486","https://openalex.org/W1967215091","https://openalex.org/W1982248614","https://openalex.org/W1984796442","https://openalex.org/W1990981316","https://openalex.org/W1995114596","https://openalex.org/W2011157928","https://openalex.org/W2016248637","https://openalex.org/W2027784815","https://openalex.org/W2051968669","https://openalex.org/W2056350205","https://openalex.org/W2070598023","https://openalex.org/W2074812030","https://openalex.org/W2091859149","https://openalex.org/W2131648886","https://openalex.org/W2141177444","https://openalex.org/W2154107954","https://openalex.org/W2283187041","https://openalex.org/W2915956282","https://openalex.org/W4241404040","https://openalex.org/W4252209746"],"related_works":["https://openalex.org/W7100221149","https://openalex.org/W2135193935","https://openalex.org/W7097950132","https://openalex.org/W1995114596","https://openalex.org/W1505916777","https://openalex.org/W2091859149","https://openalex.org/W2032526778","https://openalex.org/W2002391004","https://openalex.org/W2078625572","https://openalex.org/W1973508464"],"abstract_inverted_index":{"A":[0],"distinction":[1],"between":[2],"Fisher's":[3],"implied":[4],"data-generating":[5],"process":[6,16],"for":[7,21,72,98,103],"Monte":[8,55],"Carlo":[9,56],"cycles":[10],"and":[11,39],"the":[12,28,68,75],"more":[13],"general":[14],"Markov":[15],"leads":[17],"to":[18,93],"non-parametric":[19],"tests":[20,90],"duration":[22,104],"dependence.":[23],"Tests":[24],"are":[25,61,91],"based":[26],"on":[27],"method":[29,34],"of":[30,35,67,74],"moments,":[31],"Tauchen's":[32],"generalized":[33],"moments":[36],"(GMM)":[37],"procedure,":[38],"a":[40],"statistic":[41,71],"whose":[42],"null":[43,65],"distribution":[44,66],"probability":[45],"limit":[46],"is":[47,78,101],"zero.":[48],"Using":[49],"finite-sample":[50],"critical":[51,84],"values":[52,85],"obtained":[53],"by":[54],"methods,":[57],"our":[58],"test":[59,70],"results":[60],"remarkably":[62],"consistent.":[63],"The":[64,89],"GMM":[69],"samples":[73],"size":[76],"considered":[77],"distinctly":[79],"non-normal,":[80],"so":[81],"that":[82],"asymptotic":[83],"give":[86],"erroneous":[87],"results.":[88],"applied":[92],"UK":[94],"business":[95],"cycle":[96],"data":[97],"1854\u20131992.":[99],"There":[100],"evidence":[102],"dependence":[105],"in":[106,110],"expansions":[107],"but":[108],"not":[109],"contractions.":[111]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}