Pages that link to "Item:Q4720609"

The following pages link to Time Series Regression with a Unit Root (Q4720609):

Displaying 50 items.

• The limiting distribution of the autocorrelation coefficient under a unit root (Q688405) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Smoothing local-to-moderate unit root theory (Q736676) (← links)
• Bootstrapping I(1) data (Q736677) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Limiting power of unit-root tests in time-series regression (Q756339) (← links)
• A critique of the application of unit root tests (Q756342) (← links)
• A chi-square test for a unit root (Q756896) (← links)
• A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
• Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Unit root testing (Q862778) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions (Q899955) (← links)
• Four tests for the random walk hypothesis: power versus robustness (Q902628) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• Hypothesis testing for nearly nonstationary autoregressive models (Q911201) (← links)
• Recursive estimation in econometrics (Q956735) (← links)
• Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
• Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
• Understanding spurious regressions in econometrics (Q1082027) (← links)
• Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
• Common nonstationary components of asset prices (Q1102850) (← links)
• Statistical analysis of cointegration vectors (Q1104685) (← links)
• Testing for cointegration using principal components methods (Q1104687) (← links)
• Forecasting and testing in co-integrated systems (Q1105971) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
• Unit root tests for time series with outliers (Q1129416) (← links)
• The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions (Q1129465) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• Spectral based testing of the martingale hypothesis (Q1185208) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
• Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712) (← links)
• The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
• Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
• Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
• Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
• A simple multiple variance ratio test (Q1260679) (← links)
• Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)