Pages that link to "Item:Q290982"
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The following pages link to Testing for unit root processes in random coefficient autoregressive models (Q290982):
Displaying 25 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725) (← links)
- An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A new RCAR(1) model based on explanatory variables and observations (Q6541086) (← links)
