Pages that link to "Item:Q1810679"

The following pages link to Testing for unit roots with stationary covariates (Q1810679):

Displaying 27 items.

• Corrigendum to: ``Testing for unit roots with flow data and varying sampling frequency'' (Q295413) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
• The impact of the initial condition on covariate augmented unit root tests (Q1695682) (← links)
• Covariate unit root tests with good size and power (Q1927093) (← links)
• Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
• Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
• A parametric stationarity test with smooth breaks (Q2697025) (← links)
• Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
• Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
• Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
• A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
• On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
• Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
• Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725) (← links)
• DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE (Q3367660) (← links)
• Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
• How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
• TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
• POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS (Q4561952) (← links)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• The role of information in nonstationary regression (Q5742599) (← links)
• The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
• Bootstrapping unit root tests with covariates (Q5864458) (← links)
• On the Use of GLS Demeaning in Panel Unit Root Testing (Q6623183) (← links)