Pages that link to "Item:Q2859535"
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The following pages link to Nearly efficient likelihood ratio tests of the unit root hypothesis (Q2859535):
Displaying 15 items.
- Marginal likelihood and unit roots (Q276943) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- Interest rate pass-through: a nonlinear vector error-correction approach (Q2691725) (← links)
- Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
- Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)
