Pages that link to "Item:Q1906199"
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The following pages link to Testing a time series for difference stationarity (Q1906199):
Displaying 28 items.
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
- Testing the difference between two independent time series models (Q724799) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
- Testing time-series stationarity against an alternative whose mean is periodic (Q2747562) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- (Q2971502) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY (Q4328377) (← links)
- INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A simple procedure for detecting periodically collapsing rational bubbles (Q5941401) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
- Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)
