Pages that link to "Item:Q3678522"

The following pages link to Testing for unit roots in autoregressive-moving average models of unknown order (Q3678522):

Displaying 50 items.

• 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)
• A cointegration test of the optimal seigniorage model (Q1327979) (← links)
• On the power of unit root tests against fractional alternatives (Q1327982) (← links)
• Is there a unit root in U.S. real GNP? (Q1327987) (← links)
• The foreign exchange market efficiency hypothesis. Revisiting the puzzle (Q1332928) (← links)
• Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
• On the power of stationarity tests using optimal bandwidth estimates (Q1350544) (← links)
• A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies (Q1350589) (← links)
• Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
• Testing for unit roots in flow data sampled at different frequencies (Q1352140) (← links)
• Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← 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)
• Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
• F-test for seasonal differencing with a break-point (Q1378766) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160) (← 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)
• On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
• A discrete model for bootstrap iteration (Q1676370) (← links)
• Co-integration tests for long run equilibrium in the monetary exchange rate model (Q1676627) (← links)
• Extended tabulations for Dickey-Fuller tests (Q1676641) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
• Higher-order sample autocorrelations and the unit root hypothesis (Q1801414) (← links)
• Effects of data aggregation on the power of tests for a unit root. A simulation study (Q1802083) (← links)
• On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
• On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
• Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
• Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
• Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
• Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
• New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
• The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)