Pages that link to "Item:Q419241"
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The following pages link to On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241):
Displaying 11 items.
- The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
- Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
- ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (Q4700856) (← links)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)
- (Q4935608) (← links)
- Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)