Pages that link to "Item:Q4705830"
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The following pages link to The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (Q4705830):
Displaying 6 items.
- Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
- A comparison of alternative unit root tests (Q3591967) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)