Pages that link to "Item:Q4323570"

The following pages link to Efficient Tests of Nonstationary Hypotheses (Q4323570):

Displaying 50 items.

• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• Sign tests for long-memory time series (Q265025) (← links)
• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
• Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
• Unit root log periodogram regression (Q277158) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
• Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Spurious regression (Q609686) (← links)
• Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
• The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
• Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
• Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
• A two-sample test for comparison of long memory parameters (Q990895) (← links)
• Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Unemployment and entrepreneurship: a cyclical relation? (Q1046311) (← links)
• On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
• Non-stationary log-periodogram regression (Q1298461) (← links)
• Time series regression with long-range dependence (Q1355170) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
• Mean reversion in the real exchange rates (Q1583397) (← links)
• Structural breaks and fractional integration in the US output and unemployment rate. (Q1614820) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• A modified test against spurious long memory (Q1663949) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
• Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
• A mean shift break in the US interest rate. (Q1852937) (← links)
• Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• Tests for the order of integration against higher order integration (Q1880276) (← links)
• A fractional multivariate long memory model for the US and the Canadian real output (Q1927403) (← links)
• Power comparison among tests for fractional unit roots (Q1934727) (← links)
• Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)