Pages that link to "Item:Q2722253"
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The following pages link to Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253):
Displaying 27 items.
- Quantile cointegrating regression (Q302196) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (Q1206714) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- Some results on testing for stationarity using data detrended in differences (Q1311238) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- A comparison of two modified stationarity tests. A Monte Carlo study (Q2229023) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
- Testing time-series stationarity against an alternative whose mean is periodic (Q2747562) (← links)
- Testing the unit root hypothesis using generalized range statistics (Q2772841) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- Local Asymptotic Distributions of Stationarity Tests (Q3411049) (← links)
- Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- On the Theory of Testing for Unit Roots in Observed Time Series (Q3738431) (← links)
- TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY (Q4328377) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
