Pages that link to "Item:Q4720609"
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The following pages link to Time Series Regression with a Unit Root (Q4720609):
Displaying 50 items.
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
- Testing for a unit root by frequency domain regression (Q1314478) (← links)
- A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise (Q1314708) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Exploiting cross-section variation for unit root inference in dynamic data (Q1327875) (← links)
- Bootstrapping cointegrating regression (Q1327931) (← links)
- Is there a unit root in U.S. real GNP? (Q1327987) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Prewhitened unit root test (Q1331514) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771) (← links)
- Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- International evidence on the cyclical behavior of inflation (Q1350582) (← links)
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Regression with integrated regressors (Q1378823) (← links)
- Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
- A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions (Q1676649) (← links)
- An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
- Testing for covariance stationarity in stock market data (Q1676731) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
