Pages that link to "Item:Q3466888"
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The following pages link to Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888):
Displaying 10 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- The misuse of the Vuong test for non-nested models to test for zero-inflation (Q498832) (← links)
- Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
- Impact of systematic sampling on causality in the presence of unit roots (Q1927540) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
- Reconsidering LM unit root testing (Q3591849) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
