Pages that link to "Item:Q1927551"

The following pages link to Lag optimisation and finite-sample size distortion of unit root tests (Q1927551):

Displaying 9 items.

• Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
• On the finite-sample size distortion of smooth transition unit root tests (Q1767755) (← links)
• A note on the size of the KPSS unit root test (Q2440430) (← links)
• Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
• Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets (Q5240120) (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)