Pages that link to "Item:Q1978558"
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The following pages link to Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558):
Displaying 4 items.
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- The finite-sample performance of robust unit root tests (Q1880326) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)