Pages that link to "Item:Q3048115"

The following pages link to Distribution of the Estimators for Autoregressive Time Series With a Unit Root (Q3048115):

Displaying 50 items.

• Recursive estimation in econometrics (Q956735) (← links)
• Asymptotic normality of autoregressive processes (Q970502) (← links)
• Evaluating currency risk in emerging markets (Q996771) (← links)
• Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353) (← links)
• Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
• On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
• Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← 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)
• Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
• An atmosphere-ocean time series model of global climate change (Q1010476) (← links)
• On time series model selection involving many candidate ARMA models (Q1020721) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
• The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk (Q1037391) (← links)
• Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
• Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
• Predictors for the first-order autoregressive process (Q1055137) (← links)
• Multivariate estimates of the permanent components of GNP and stock prices (Q1104023) (← links)
• The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
• Statistical analysis of cointegration vectors (Q1104685) (← links)
• Forecasting and testing in co-integrated systems (Q1105971) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
• The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
• Priors for unit root models (Q1126464) (← links)
• Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
• Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
• On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
• Unit root tests for time series with outliers (Q1129416) (← links)
• The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions (Q1129465) (← links)
• Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process (Q1165545) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029) (← links)
• The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
• On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
• A note on the distribution of the least squares estimator of a random walk with a linear trend (Q1206325) (← links)
• Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
• A simple multiple variance ratio test (Q1260679) (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← 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)
• Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
• Pitfalls in testing for long run relationships (Q1298439) (← links)
• Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)