Pages that link to "Item:Q3787332"
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The following pages link to Testing for a unit root in time series regression (Q3787332):
Displaying 50 items.
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- Maximum entropy estimation of income distributions from Basmann's weighted geometric mean measure (Q2398616) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Money, velocity, and the stock market (Q2416216) (← links)
- Nonstationary discrete choice (Q2439053) (← links)
- A simple test for the equality of integration orders (Q2439794) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- Structural breaks, tourism development, and economic growth: Evidence from Taiwan (Q2483547) (← links)
- Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (Q2486212) (← 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)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Editorial: Misspecification test methods in econometrics (Q2512592) (← links)
- Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
- Bayesian unit root test for model with maintained trend (Q2566712) (← links)
- A novel time-varying FIGARCH model for improving volatility predictions (Q2669287) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
- On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (Q2687897) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach (Q2697098) (← links)
- Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
- Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Testing the unit root hypothesis using generalized range statistics (Q2772841) (← links)
- Bounds, breaks and unit root tests (Q2789387) (← links)
- Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- A fixed-\(b\) perspective on the Phillips-Perron unit root tests (Q2845024) (← links)
- Semiparametric functional coefficient models with integrated covariates (Q2845027) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Nearly efficient likelihood ratio tests of the unit root hypothesis (Q2859535) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
- A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process (Q2888574) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- A consistent nonparametric test for causality in quantile (Q2909251) (← links)
- A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
