Pages that link to "Item:Q1274775"
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The following pages link to Joint application of the Dickey-Fuller and KPSS tests (Q1274775):
Displaying 10 items.
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Evaluation of \(K_{II}\) test specimens using J-integral (Q1349523) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- Extended tabulations for Dickey-Fuller tests (Q1676641) (← links)
- Cointegration and the joint confirmation hypothesis. (Q1853701) (← links)
- The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (Q1927613) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)