Pages that link to "Item:Q3925034"

The following pages link to Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (Q3925034):

Displaying 50 items.

• Asymptotic normality of autoregressive processes (Q970502) (← links)
• On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
• Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
• An empirical method for assessing the research relevance gap (Q1038361) (← links)
• Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
• Multivariate estimates of the permanent components of GNP and stock prices (Q1104023) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• The power of the ADF test (Q1127368) (← links)
• Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← 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)
• 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)
• VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
• Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis (Q1268444) (← links)
• Joint application of the Dickey-Fuller and KPSS tests (Q1274775) (← links)
• Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
• Testing for trends in correlated data (Q1304090) (← links)
• A novel test of the monetary approach using black market exchange rates and the Johansen-Juselius cointegration method (Q1311306) (← links)
• Testing for a unit root by frequency domain regression (Q1314478) (← links)
• The distribution of the Durbin-Watson statistic in integrated and near-integrated models (Q1318978) (← links)
• Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
• The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
• Is there a unit root in U.S. real GNP? (Q1327987) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
• From decay to growth: A demographic transition to economic growth (Q1350487) (← links)
• Are taxes too low? (Q1350490) (← links)
• International evidence on the cyclical behavior of inflation (Q1350582) (← links)
• A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies (Q1350589) (← links)
• Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
• Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
• Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
• Near-integration and deterministic trends (Q1370197) (← links)
• Exact tests in single equation autoregressive distributed lag models (Q1371376) (← 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)
• Regression with integrated regressors (Q1378823) (← links)
• The demand for money: Total transactions as the scale variable (Q1390989) (← links)
• Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
• Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
• Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
• A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
• The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
• The information content of lagged equity and bond yields (Q1575385) (← links)