Pages that link to "Item:Q4887199"

The following pages link to Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (Q4887199):

Displaying 50 items.

• The fragility of the KPSS stationarity test (Q257549) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Spurious regression (Q609686) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469) (← links)
• Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
• Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
• Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
• A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
• On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Linear process bootstrap unit root test (Q1726769) (← links)
• The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
• On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• The finite-sample performance of robust unit root tests (Q1880326) (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
• A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806) (← links)
• Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• Testing for a trend with persistent errors (Q2224883) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
• Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175) (← links)
• Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
• Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
• A fixed-\(b\) perspective on the Phillips-Perron unit root tests (Q2845024) (← links)
• Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
• A modified information criterion for cointegration tests based on a VAR approximation (Q2886962) (← links)
• FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
• Reducing the size distortion of the KPSS test (Q3103196) (← links)
• Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
• ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← 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)
• PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
• Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)