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.

• Structural change and unit roots (Q1909372) (← links)
• Unit root econometrics and economic nonlinearities (Q1909373) (← links)
• Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
• The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
• Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
• Does the labor-income process contain a unit root? Evidence from individual-specific time series (Q1991916) (← links)
• Multivariate time series analysis from a Bayesian machine learning perspective (Q2023869) (← links)
• Gompertz law revisited: forecasting mortality with a multi-factor exponential model (Q2038250) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
• Transfer of macroeconomic shocks in stress tests modeling (Q2067543) (← links)
• Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
• A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
• How do mobility restrictions and social distancing during COVID-19 affect oil price? (Q2136047) (← links)
• Change point analysis on the Corinth Gulf (Greece) seismicity (Q2137632) (← links)
• Long memory effects and forecasting of earthquake and volcano seismic data (Q2141871) (← links)
• Networks of causal relationships in the U.S. stock market (Q2148732) (← links)
• Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
• Fat tails in leading indicators (Q2208677) (← links)
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
• Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Determinants of high crude oil price: a nonstationary extreme value approach (Q2301217) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
• Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation (Q2386486) (← links)
• Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
• Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
• Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
• A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence (Q2493690) (← links)
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
• Hybrid bootstrap aided unit root testing (Q2512760) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
• Business cycle and corporate failure in France: Is there a link? (Q2642587) (← links)
• A novel time-varying FIGARCH model for improving volatility predictions (Q2669287) (← links)
• Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
• The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach (Q2697098) (← links)
• Reprint of: Testing for unit roots in heterogeneous panels (Q2697964) (← links)
• Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
• Local power of fixed-\(T\) panel unit root tests with serially correlated errors and incidental trends (Q2789390) (← links)
• Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
• Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
• A simple solution for spurious regressions (Q2830774) (← links)