Pages that link to "Item:Q261881"
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The following pages link to Variance ratio tests of the seasonal unit root hypothesis (Q261881):
Displaying 16 items.
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Likelihood ratio tests for seasonal unit roots (Q2703247) (← links)
- Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)
- Rescaled variance tests for seasonal stationarity (Q6039104) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
