Pages that link to "Item:Q1129416"

The following pages link to Unit root tests for time series with outliers (Q1129416):

Displaying 18 items.

• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England (Q744401) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
• New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
• A note on the Vogelsang test for additive outliers (Q2474520) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• Effect of preliminary unit root tests on prediction intervals for Gaussian autoregressive processes with additive outliers (Q2837128) (← links)
• SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* (Q3440785) (← links)
• Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
• The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
• Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
• (Q4214052) (← links)
• Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (Q4956031) (← links)
• (Q5386505) (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)