Pages that link to "Item:Q3048115"

The following pages link to Distribution of the Estimators for Autoregressive Time Series With a Unit Root (Q3048115):

Displaying 50 items.

• LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890) (← links)
• No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
• Testing the null of stationarity for multiple time series (Q1305677) (← links)
• Relative price variability and inflation in an equilibrium price misperceptions' model. Evidence for the UK (Q1311275) (← links)
• Testing for a unit root by frequency domain regression (Q1314478) (← links)
• Testing for a unit root in autoregressive processes with systematic but incomplete sampling (Q1314704) (← 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)
• 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)
• A cointegration test of the optimal seigniorage model (Q1327979) (← links)
• On the power of unit root tests against fractional alternatives (Q1327982) (← links)
• Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• Testing for unit roots in seasonally adjusted data (Q1331842) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• Deciding between I(1) and I(0) (Q1341206) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Polynomial cointegration. Estimation and test (Q1341209) (← 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)
• Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
• Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
• The distribution of a Lagrange multiplier test of normality (Q1350541) (← links)
• Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
• P-Values for non-standard distributions with an application to the DF test (Q1351713) (← links)
• Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
• Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← 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)
• Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
• Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← 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)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
• Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
• Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
• The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
• The impact of stock market volatility on corporate bond credit spreads. (Q1427748) (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
• Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
• Seigniorage and conventional taxation with multiple exogenous shocks (Q1575617) (← links)
• Co-integration inference in the value--profit relation and investment models (Q1583399) (← links)
• Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
• Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
• Unit root and stationarity tests' wedding (Q1589594) (← links)