The following pages link to Rank tests for unit roots (Q1372920):
Displaying 20 items.
- Sign tests for long-memory time series (Q265025) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- A new approach to unit root testing (Q604918) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Sums of exponentials of random walks with drift (Q2909253) (← links)
- Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model (Q3085297) (← links)
- Records Properties of Non Stationary Time Series (Q3391876) (← links)
- Ratio tests of a unit root (Q4541678) (← links)
- Rank Based Dickey–Fuller Test Statistics (Q4828161) (← links)
- Wilcoxon rank test for change in persistence (Q5163042) (← links)
- Characterizations of the Beta Distribution (Q5290393) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)
- Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523) (← links)
