Pages that link to "Item:Q3787332"

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

Displaying 50 items.

• Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
• Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
• Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC (Q1915774) (← links)
• The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883) (← links)
• Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932) (← links)
• A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
• Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
• An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag (Q1931358) (← links)
• On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
• Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
• Price discovery in Chinese stock index futures market: new evidence based on intraday data (Q1945436) (← links)
• Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
• Unit root tests in the presence of uncertainty about the non-stochastic trend (Q1971787) (← links)
• Detection of change in persistence of a linear time series (Q1971788) (← links)
• Are German money market rates well behaved? (Q1978477) (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
• Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
• Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit (Q2011040) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Longevity risk and economic growth in sub-populations: evidence from Italy (Q2044807) (← links)
• Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
• Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
• Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
• The relationship between longevity and lifespan variation (Q2082456) (← links)
• Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
• Long memory effects and forecasting of earthquake and volcano seismic data (Q2141871) (← links)
• Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
• Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448) (← links)
• Exploring the impact of air pollution on COVID-19 admitted cases. Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait (Q2166054) (← links)
• Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) (← links)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
• Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market (Q2193447) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Testing for a trend with persistent errors (Q2224883) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
• Oil prices and economic activity in BRICS and G7 countries (Q2228263) (← links)
• Downside risks in EU carbon and fossil fuel markets (Q2228623) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• A combination selection algorithm on forecasting (Q2256180) (← links)
• An alternative approach to monetary aggregation in DEA (Q2267679) (← links)
• Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (Q2280614) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Examining human unipedal quiet stance: characterizing control through jerk (Q2299958) (← links)
• Episodic nonlinearity in leading global currencies (Q2316902) (← links)
• Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic (Q2317179) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)