Pages that link to "Item:Q3738431"

The following pages link to On the Theory of Testing for Unit Roots in Observed Time Series (Q3738431):

Displaying 50 items.

• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
• Unit root tests in time series. Volume 2. Extensions and developments (Q482830) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
• An analogue model of phase-averaging procedures (Q583817) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Limiting power of unit-root tests in time-series regression (Q756339) (← links)
• A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
• A note on the stationarity of the primary commodities relative price index (Q806754) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
• A note on the power of least squares tests for a unit root (Q899993) (← links)
• On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
• Recursive estimation in econometrics (Q956735) (← links)
• Testing for cointegration using principal components methods (Q1104687) (← links)
• Some tests for unit roots in seasonal time series with deterministic trends (Q1209458) (← links)
• Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
• Infrastructure and productivity: A nonlinear approach (Q1302759) (← links)
• Some results on testing for stationarity using data detrended in differences (Q1311238) (← links)
• Deciding between I(1) and I(0) (Q1341206) (← links)
• A simple test for stable seasonality (Q1345558) (← links)
• Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
• Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• The quantity approach to financial integration: The Feldstein-Horioka criterion revisited (Q1891385) (← links)
• Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Exploratory data analysis and model criticism with posterior plots (Q2445724) (← links)
• Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
• Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (Q3157839) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• Records Properties of Non Stationary Time Series (Q3391876) (← links)
• ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← links)
• PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION (Q3576893) (← links)
• Testing for a unit root in time series regression (Q3787332) (← links)
• Pfriodograms of unit root time series: distributions and tests (Q4383747) (← links)
• Exploring economic time series: a Bayesian graphical approach (Q4439302) (← links)
• A joint test of fractional cyclic integration and a linear time trend (Q4534174) (← links)
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
• SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
• (Q4687050) (← links)
• ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS (Q4855269) (← links)