Pages that link to "Item:Q4817433"

The following pages link to ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433):

Displaying 25 items.

• LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
• DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
• An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853) (← links)
• A Sieve Bootstrap For The Test Of A Unit Root (Q4455657) (← links)
• BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
• Regulated fractionally integrated processes (Q5397975) (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
• The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• Bootstrapping unit root tests with covariates (Q5864458) (← links)
• Nonstationarity in time series of state densities (Q5964756) (← links)
• High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
• Bounded unit root processes with non-stationary volatility (Q6171853) (← links)