Pages that link to "Item:Q3787332"
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The following pages link to Testing for a unit root in time series regression (Q3787332):
Displaying 50 items.
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- A chi-square test for a unit root (Q756896) (← links)
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- Market risk and Bitcoin returns (Q827254) (← links)
- Modelling interstate tourism demand in Australia: A cointegration approach (Q834287) (← links)
- Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304) (← links)
- Convergence and interdependence between ASEAN-5 stock markets (Q834332) (← links)
- The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
- Unit root testing (Q862778) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Using causal discovery for feature selection in multivariate numerical time series (Q890305) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- A note on the power of least squares tests for a unit root (Q899993) (← links)
- A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks (Q929682) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Unit root testing based on BLUS residuals (Q947206) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Switching equilibria: the present value model for stock prices revisited (Q953718) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- On time series model selection involving many candidate ARMA models (Q1020721) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
- On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
- Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
- Unit root tests for time series with outliers (Q1129416) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- A modification of the Schmidt-Phillips unit root test (Q1189336) (← links)
- Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis (Q1189343) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- The KPSS stationarity test as a unit root test (Q1194710) (← 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)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
- A simple multiple variance ratio test (Q1260679) (← links)
- Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
- Some results on testing for stationarity using data detrended in differences (Q1311238) (← links)
- Testing for a unit root by frequency domain regression (Q1314478) (← links)
- A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise (Q1314708) (← links)
- Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
