Pages that link to "Item:Q1867726"
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The following pages link to Nonparametric tests for unit roots and cointegration. (Q1867726):
Displaying 13 items.
- Stationarity test based on density approach (Q5114479) (← links)
- On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
- NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS (Q5439965) (← links)
- Random Walks with Drift – A Sequential Approach (Q5487369) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
