• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.149-156
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• 2007

This study suggests a new method for testing seasonal unit roots in a momentum threshold autoregressive (MTAR) process. This sign test is robust against heteroscedastic or heavy tailed errors and is invariant to monotone data transformation. The proposed test is a seasonal extension of the sign test of Park and Shin (2006). In the case of partial seasonal unit root in an MTAR model, a Monte-Carlo study shows that the proposed test has better power than the seasonal sign test developed for AR model.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.183-189
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• 2003

A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

• Bulletin of the Korean Chemical Society
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• v.24 no.12
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• pp.1781-1784
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• 2003

Determination of Co(II) ion as a 4-(2-thiazolylazo)resorcinol(TAR) or 5-methyl-4-(2-thiazolylazo)resorcinol(5MTAR) chelate was accomplished by reversed-phase capillary high-performance liquid chromatography (RP-Capillary-HPLC) using a Vydac $C_4$ column and MeCN-water mixture as mobile phase. The effect of change in pH and MeCN percentage of the mobile phase on the retention factor, k and peak intensity were evaluated. It was found that 30% MeCN (v/v) of pH 5.60 or 7.20 was adequate as mobile phase when TAR or 5MTAR is used. Detection limit (D.L., S/N=3) in each case was $2.0\;{\times}\;10^{-7}$M (11.8 ppb) and $3.0\;{\times}\;10^{-7}$ M (17.7 ppb). The Co(II) ion in mineral and waste water was determined with the optimum column and mobile phase.