Pages that link to "Item:Q1121626"
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The following pages link to Testing for a unit root nonstationarity in multivariate autoregressive time series (Q1121626):
Displaying 13 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
- Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (Q3295732) (← links)
- Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) (← links)
- A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523) (← links)
- (Q4212965) (← links)
- VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
- CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE (Q4787598) (← links)
- Using Conditional Kernel Density Estimation for Wind Power Density Forecasting (Q4916439) (← links)
