Pages that link to "Item:Q3738431"
From MaRDI portal
The following pages link to On the Theory of Testing for Unit Roots in Observed Time Series (Q3738431):
Displaying 9 items.
- Bootstrapping time series models (Q4883731) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)
- LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
- Testing for the extent of instability in nearly unstable processes (Q6655920) (← links)