Pages that link to "Item:Q4449532"

The following pages link to ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532):

Displaying 33 items.

• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• Weak convergence in the near unit root setting (Q385116) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
• A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
• Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) (← links)
• Inference for unstable long-memory processes with applications to fractional unit root autoregressions (Q1914264) (← links)
• Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
• ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS (Q3168870) (← links)
• ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
• Asymptotic Distribution of a Unit Root Process Under Double Truncation (Q4420252) (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
• NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
• Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
• Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
• Regulated fractionally integrated processes (Q5397975) (← links)
• LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
• Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
• Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
• New robust inference for predictive regressions (Q6667297) (← links)