Pages that link to "Item:Q675678"
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The following pages link to Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678):
Displaying 50 items.
- Response surface estimates of the LM unit root tests (Q777690) (← links)
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
- Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Unit root testing (Q862778) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Scale effects in endogenous growth theory: an error of aggregation not specification (Q868481) (← links)
- No unit root conditions for bivariate series when a component univariate series has a unit root (Q900040) (← links)
- The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Initial conditions and stationarity tests (Q1046303) (← links)
- Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
- Do exchange rates follow a random walk process in middle eastern countries? (Q1128597) (← links)
- Joint application of the Dickey-Fuller and KPSS tests (Q1274775) (← links)
- Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
- Testing the stationarity of interest rates using a SUR approach (Q1275111) (← links)
- Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note (Q1286593) (← links)
- No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Some results on testing for stationarity using data detrended in differences (Q1311238) (← links)
- Cointegration tests on MARS (Q1318307) (← links)
- On the power of point optimal tests of the trend stationarity hypothesis (Q1319621) (← links)
- Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- On the power of stationarity tests using optimal bandwidth estimates (Q1350544) (← links)
- International evidence on the cyclical behavior of inflation (Q1350582) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- On stationary tests in the presence of structural breaks (Q1391050) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Do UK stock prices deviate from fundamentals? (Q1427750) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
