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.

• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
• The length of the effect of aggregate advertising on aggregate consumption (Q673577) (← links)
• 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) (← links)
• Stochastic linear trends. Models and estimators (Q685909) (← links)
• Rational bubbles. A test (Q690172) (← links)
• Fractional integration and the volatility of UK interest rates (Q694912) (← links)
• Hedging effectiveness of stock index futures (Q704076) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• A new approach to estimating value-income ratios with income growth and time-varying yields (Q726246) (← links)
• The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
• Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
• Limiting power of unit-root tests in time-series regression (Q756339) (← links)
• A critique of the application of unit root tests (Q756342) (← links)
• A chi-square test for a unit root (Q756896) (← links)
• A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
• Testing the autoregressive parameter with the t statistic (Q761000) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Response surface estimates of the LM unit root tests (Q777690) (← links)
• From Gibrat's law to Zipf's law through cointegration? (Q777733) (← links)
• A note on the stationarity of the primary commodities relative price index (Q806754) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• Market risk and Bitcoin returns (Q827254) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Book review of: U. Hassler, Stochastische Integration und Zeitreihenmodellierung (Q840990) (← links)
• Unit root testing (Q862778) (← links)
• Autoregressive distributed lag models and cointegration (Q862779) (← links)
• BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
• New variance ratio tests to identify random walk from the general mean reversion model (Q868405) (← links)
• On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
• A threshold cointegration test with increased power (Q870443) (← links)
• Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
• A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting (Q893045) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Asymptotic inference in regression models with autoregressive errors having roots on the unit circle (Q899769) (← links)
• A note on the power of least squares tests for a unit root (Q899993) (← links)
• Hypothesis testing for nearly nonstationary autoregressive models (Q911201) (← links)
• Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns (Q937012) (← 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)
• Testing for bubbles and change-points (Q953776) (← links)