Pages that link to "Item:Q3787332"
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The following pages link to Testing for a unit root in time series regression (Q3787332):
Displaying 50 items.
- 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)
- Is there a unit root in U.S. real GNP? (Q1327987) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- Prewhitened unit root test (Q1331514) (← 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)
- 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)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← 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)
- P-Values for non-standard distributions with an application to the DF test (Q1351713) (← links)
- Testing for unit roots in flow data sampled at different frequencies (Q1352140) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Nonparametric cointegration analysis (Q1362072) (← 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)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- F-test for seasonal differencing with a break-point (Q1378766) (← links)
- Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
- The effect of education on fertility in Taiwan: A time series analysis (Q1389560) (← links)
- On stationary tests in the presence of structural breaks (Q1391050) (← links)
- On the relationship between aggregate merger activity and the stock market: some further empirical evidence (Q1391632) (← 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)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE (Q1591158) (← links)
- Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism (Q1603562) (← links)
- A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
- Unit roots and structural breaks in OECD unemployment (Q1606355) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Non performing loans (NPLs) in a crisis economy: long-run equilibrium analysis with a real time VEC model for Greece (2001--2015) (Q1619381) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Interdependencies between CDS spreads in the European union: is Greece the black sheep or black swan? (Q1621927) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
