Pages that link to "Item:Q1922367"

The following pages link to On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367):

Displaying 50 items.

• The fragility of the KPSS stationarity test (Q257549) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• A robust version of the KPSS test based on indicators (Q276913) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Rank tests for short memory stationarity (Q528124) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
• Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Initial conditions and stationarity tests (Q1046303) (← links)
• Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
• Testing the power of a generalization of the KPSS-tests against fractionally integrated hypotheses (Q1408467) (← links)
• On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885) (← links)
• Spurious logarithms and the KPSS statistic (Q1608839) (← links)
• Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
• Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
• The V/S test of long-range dependence in random fields (Q1951805) (← links)
• Long memory story of the real interest rate (Q1978774) (← links)
• A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Testing for stationarity at high frequency (Q2182131) (← links)
• A moment-based notion of time dependence for functional time series (Q2330725) (← links)
• Time-varying long-range dependence in US interest rates (Q2468080) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• The rescaled variance statistic and the determination of the Hurst exponent (Q2575901) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
• A comparison of the robustness of several tests of short memory to autocorrelated errors (Q2870566) (← links)
• Modified KPSS tests for near integration (Q2886947) (← links)
• KPSS test for functional time series (Q2953440) (← links)
• Reducing the size distortion of the KPSS test (Q3103196) (← links)
• A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS (Q3377448) (← links)
• Local Asymptotic Distributions of Stationarity Tests (Q3411049) (← links)
• Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (Q3527719) (← links)
• Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (Q3574763) (← links)
• TESTING FOR LONG MEMORY (Q3632375) (← links)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
• On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
• The finite sample distribution of the KPSS test (Q4762176) (← links)
• (Q5101767) (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
• Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624) (← links)
• Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
• Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods (Q5167891) (← links)