Pages that link to "Item:Q3349766"
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The following pages link to The Fractional Unit Root Distribution (Q3349766):
Displaying 19 items.
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- Asymptotic Distribution of a Unit Root Process Under Double Truncation (Q4420252) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- On the robustness of cointegration tests when series are fractionally intergrated (Q4463296) (← links)
- On the robustness of cointegration tests when series are fractionally intergrated (Q4485103) (← links)
- OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Regulated fractionally integrated processes (Q5397975) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
- Asymptotics for moving average processes with dependent innovations (Q5953876) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
- Change point in variance of fractionally integrated noise (Q6579428) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
