Pages that link to "Item:Q675678"
From MaRDI portal
The following pages link to Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678):
Displaying 50 items.
- Unit root test: An unconditional maximum likelihood approach (Q1577431) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- German monetary unification and the stability of the German M3 money demand function (Q1606429) (← links)
- Spurious logarithms and the KPSS statistic (Q1608839) (← links)
- Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects (Q1618408) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Composite habits and international transmission of business cycles (Q1655621) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- A simple testing procedure for unit root and model specification (Q1659023) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- EU emissions trading scheme, competitiveness and carbon leakage: new evidence from cement and steel industries (Q1699072) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Bounded integrated processes and unit root tests (Q1766955) (← links)
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- Chaotic characteristics analysis of the sintering process system with unknown dynamic functions based on phase space reconstruction and chaotic invariables (Q1798831) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- The KPSS test with seasonal dummies (Q1852916) (← links)
- Cointegration and the joint confirmation hypothesis. (Q1853701) (← links)
- Stability and non-linear dynamics in the broad demand for money in Spain. (Q1853728) (← links)
- Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test (Q1856576) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- Testing stationarity under a permanent variance shift (Q1927446) (← links)
- On unit root tests in the presence of transitional growth (Q1927560) (← links)
- The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (Q1927613) (← links)
- A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
