Pages that link to "Item:Q3219617"
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The following pages link to The Order of Differencing in ARIMA Models (Q3219617):
Displaying 17 items.
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Two limit theorems on ARIMA models (Q1118905) (← links)
- Identification and hypothesis testing on ARIMA (p,d,q) models (Q1122913) (← links)
- Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
- Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
- Extended tabulations for Dickey-Fuller tests (Q1676641) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
- RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
- (Q5219801) (← links)
- On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
