Pages that link to "Item:Q4887199"
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The following pages link to Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (Q4887199):
Displaying 17 items.
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- SPECIAL ISSUE OF <i>ECONOMETRIC THEORY</i> IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION (Q4637607) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
- Nonlinear Models of Convergence (Q4965113) (← links)
- THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)
- Modeling long cycles (Q6573800) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
