Pages that link to "Item:Q3787332"

The following pages link to Testing for a unit root in time series regression (Q3787332):

Displaying 50 items.

• Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• Coping with demand volatility in retail pharmacies with the aid of big data exploration (Q1651681) (← 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)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
• A discrete model for bootstrap iteration (Q1676370) (← links)
• Extended tabulations for Dickey-Fuller tests (Q1676641) (← links)
• An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
• Tapered block bootstrap for unit root testing (Q1695661) (← 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)
• Linear process bootstrap unit root test (Q1726769) (← links)
• The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
• Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
• Stock futures of a flawed market index (Q1732968) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
• Bounded integrated processes and unit root tests (Q1766955) (← links)
• The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
• Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
• CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
• Higher-order sample autocorrelations and the unit root hypothesis (Q1801414) (← links)
• Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
• Modified stationarity tests with improved power in small samples (Q1805539) (← links)
• On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
• Time series with unit roots and infinite-variance disturbances (Q1808615) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• Stability and non-linear dynamics in the broad demand for money in Spain. (Q1853728) (← links)
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
• Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← 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)
• Some elementary distribution theory for an autoregression fitted to a random walk. (Q1867745) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
• The finite-sample performance of robust unit root tests (Q1880326) (← links)
• Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
• Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
• Closed forms for asymptotic bias and variance in autoregressive models with unit roots (Q1903663) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
• Unit root tests for seasonal models with deterministic trends (Q1907886) (← links)