Pages that link to "Item:Q3678522"

The following pages link to Testing for unit roots in autoregressive-moving average models of unknown order (Q3678522):

Displaying 50 items.

• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Fréchet differentiability in statistical inference for time series (Q257586) (← links)
• Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
• The market impact of a limit order (Q433360) (← links)
• On the Dickey-Fuller test with white standard errors (Q451360) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• A new approach to unit root testing (Q604918) (← links)
• The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← 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 non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• Bootstrapping I(1) data (Q736677) (← links)
• A critique of the application of unit root tests (Q756342) (← links)
• A chi-square test for a unit root (Q756896) (← links)
• Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
• Unit root testing (Q862778) (← links)
• Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• Using causal discovery for feature selection in multivariate numerical time series (Q890305) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
• Testing for cointegration using principal components methods (Q1104687) (← links)
• Forecasting and testing in co-integrated systems (Q1105971) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• Identification and hypothesis testing on ARIMA (p,d,q) models (Q1122913) (← links)
• The power of the ADF test (Q1127368) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
• The KPSS stationarity test as a unit root test (Q1194710) (← links)
• Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712) (← links)
• The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
• Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
• Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
• A cointegration approach to estimating preference parameters (Q1265791) (← links)
• Fractional integration and the augmented Dickey--Fuller test (Q1274413) (← links)
• Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
• Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)