Pages that link to "Item:Q3834913"

The following pages link to Testing for a unit root in the presence of moving average errors (Q3834913):

Displaying 28 items.

• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
• Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← 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)
• Testing for a unit root by frequency domain regression (Q1314478) (← links)
• Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
• Testing for unit roots in flow data sampled at different frequencies (Q1352140) (← links)
• Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
• On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Testing for AR\((p)\) against IMA\((1,q)\) disturbances in the linear regression model (Q2366937) (← links)
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
• Unit-root detection allowing for measurement error (Q2573261) (← links)
• JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
• SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837) (← links)
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
• ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS (Q4561955) (← links)
• RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794) (← links)
• Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674) (← links)
• On regression-based tests for persistence in logarithmic volatility models (Q4935455) (← links)
• Unit root test for short panels with serially correlated errors (Q4976264) (← links)
• ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
• Estimation of error correction model with measurement errors (Q5036886) (← links)
• (Q5101818) (← links)