Pages that link to "Item:Q4720609"

The following pages link to Time Series Regression with a Unit Root (Q4720609):

Displaying 50 items.

• The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
• Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
• Bounded integrated processes and unit root tests (Q1766955) (← links)
• Higher-order sample autocorrelations and the unit root hypothesis (Q1801414) (← links)
• Modified stationarity tests with improved power in small samples (Q1805539) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← 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)
• The KPSS test with seasonal dummies (Q1852916) (← 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)
• Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
• New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
• Higher-order kernel semiparametric M-estimation of long memory (Q1870094) (← links)
• Regression quantiles for unstable autoregressive models (Q1877008) (← links)
• Tests for the order of integration against higher order integration (Q1880276) (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
• On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← 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)
• Recent developments in the econometrics of structural change (Q1906284) (← links)
• Residual-based tests for cointegration in models with regime shifts (Q1906289) (← 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)
• Structural change and unit roots (Q1909372) (← links)
• Unit root econometrics and economic nonlinearities (Q1909373) (← links)
• Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
• Estimation in dynamic regression with an integrated process (Q1918130) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Estimating a generalized long memory process (Q1922365) (← links)
• On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
• Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932) (← links)
• The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
• Detection of change in persistence of a linear time series (Q1971788) (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
• Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
• A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
• A novel weight determination method for time series data aggregation (Q2147634) (← links)
• On LASSO for predictive regression (Q2155298) (← links)