Pages that link to "Item:Q1371371"

The following pages link to Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371):

Displaying 50 items.

• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
• Unit root tests in time series. Volume 2. Extensions and developments (Q482830) (← links)
• Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← 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)
• The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
• Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
• No unit root conditions for bivariate series when a component univariate series has a unit root (Q900040) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
• Mean reversion in the real exchange rates (Q1583397) (← links)
• Structural breaks and fractional integration in the US output and unemployment rate. (Q1614820) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• A mean shift break in the US interest rate. (Q1852937) (← links)
• Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
• A fractional multivariate long memory model for the US and the Canadian real output (Q1927403) (← links)
• Bootstrapping the log-periodogram regression (Q1927723) (← links)
• The stationarity of consumption-income ratios: evidence from minimum LM unit root testing (Q1928657) (← links)
• The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
• Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
• Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
• The increment ratio statistic (Q2476149) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Testing stochastic cycles in macroeconomic time series (Q2744933) (← links)
• The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (Q2784188) (← links)
• Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
• FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
• The Tests of Robinson in the Context of AR(1) Disturbances (Q3155649) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
• A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
• Testing for spurious regression in a panel data model with the individual number and time length growing (Q3592616) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• Evaluation of robinson's (1994) Tests in finite samples (Q4525906) (← links)
• A joint test of fractional cyclic integration and a linear time trend (Q4534174) (← links)
• Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
• Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
• Fractional integration and data frequency (Q5306326) (← links)
• LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845) (← links)