Pages that link to "Item:Q3925034"
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The following pages link to Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (Q3925034):
Displaying 50 items.
- Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- Marginal likelihood and unit roots (Q276943) (← links)
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions (Q290955) (← links)
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Testing the random walk hypothesis: power versus frequency of observation (Q375146) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Long-memory exchange rate dynamics in the Euro era (Q508201) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Spurious regression (Q609686) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- Hedging effectiveness of stock index futures (Q704076) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- A new approach to estimating value-income ratios with income growth and time-varying yields (Q726246) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- A chi-square test for a unit root (Q756896) (← links)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← 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)
- Testing for unit roots usign panel data. Application to the French stock market efficiency (Q806930) (← links)
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- Market risk and Bitcoin returns (Q827254) (← links)
- Convergence and interdependence between ASEAN-5 stock markets (Q834332) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Dynamic efficiency in the east European emerging markets (Q862569) (← links)
- Unit root testing (Q862778) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- New variance ratio tests to identify random walk from the general mean reversion model (Q868405) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting (Q893045) (← links)
- Hypothesis testing for nearly nonstationary autoregressive models (Q911201) (← links)
- A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks (Q929682) (← links)
- Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns (Q937012) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
