Pages that link to "Item:Q3787332"

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

Displaying 50 items.

• Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466) (← links)
• Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States (Q4304478) (← links)
• SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837) (← links)
• Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (Q4352565) (← links)
• ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (Q4354737) (← links)
• A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
• Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440) (← links)
• On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
• Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
• A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
• Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
• Estimation of cost functions and the “relative efficiency of organization” in tertiary technical education: some evidence from Greece (Q4469114) (← links)
• UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134) (← links)
• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
• Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) (← links)
• Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• Oil prices and sovereign credit risk of oil producing countries: an empirical investigation (Q4554261) (← links)
• Pairs trading with partial cointegration (Q4554413) (← links)
• Can bank-specific variables predict contagion effects? (Q4555183) (← links)
• The Non-linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market (Q4561866) (← links)
• ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS (Q4561955) (← links)
• INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
• ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 (Q4561975) (← links)
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
• TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL (Q4563809) (← links)
• FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (Q4569582) (← links)
• Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
• Aggregate consumption spending, the stock market and asymmetric error correction (Q4610224) (← links)
• BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← 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)
• A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE (Q4676125) (← links)
• News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
• (Q4687050) (← links)
• Time Series Regression with a Unit Root (Q4720609) (← links)
• ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)
• LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
• DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
• Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674) (← links)
• Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
• Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
• Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
• A bayesian analysis of trend determination in economic time series (Q4853083) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)