Pages that link to "Item:Q1351108"

The following pages link to Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108):

Displaying 8 items.

• A note on the power of least squares tests for a unit root (Q899993) (← links)
• Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
• A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• Power of a Unit-Root Test and the Initial Condition (Q3440766) (← links)
• ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q3821441) (← links)
• Power of the augmented dickey-fuller test with information-based lag selection (Q4383709) (← links)
• Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)