Pages that link to "Item:Q4301663"
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The following pages link to Unit Root Tests Based on Instrumental Variables Estimation (Q4301663):
Displaying 14 items.
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Unit root testing based on BLUS residuals (Q947206) (← links)
- Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- Testing for unit roots with stationary covariates (Q1810679) (← links)
- Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725) (← links)
- Testing for a unit root in the presence of moving average errors (Q3834913) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
- Unit root test for short panels with serially correlated errors (Q4976264) (← links)
- (Q4982734) (← links)
