Pages that link to "Item:Q3787332"

The following pages link to Testing for a unit root in time series regression (Q3787332):

Displaying 50 items.

• On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• (Q2969402) (← links)
• Statistical Testing of Chargaff's Second Parity Rule in Bacterial Genome Sequences (Q3006675) (← links)
• A Critical Assessment of Simulated Critical Values (Q3015879) (← links)
• FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
• CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
• INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
• Forecasting inflation in Malaysia (Q3065545) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? (Q3102871) (← links)
• Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• The Tests of Robinson in the Context of AR(1) Disturbances (Q3155649) (← links)
• Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
• Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
• Do daily retail gasoline prices adjust asymmetrically? (Q3183899) (← links)
• Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
• Records Properties of Non Stationary Time Series (Q3391876) (← links)
• THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS (Q3393946) (← links)
• Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
• A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION (Q3395274) (← links)
• TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) (← links)
• Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300) (← links)
• The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms (Q3458103) (← links)
• Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
• A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
• UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
• Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
• A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
• Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349) (← links)
• Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
• An empirical re-examination of the dividend–investment relation (Q3605225) (← links)
• Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
• TESTING FOR TREND (Q3632372) (← links)
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
• WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• Volatility transmission patterns and terrorist attacks (Q3645205) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
• Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• On the Theory of Testing for Unit Roots in Observed Time Series (Q3738431) (← links)
• On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
• A flexible parametric density estimator for multimodal distributions of test statistics (Q4277753) (← links)