Pages that link to "Item:Q4895048"
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The following pages link to Efficient Tests for an Autoregressive Unit Root (Q4895048):
Displaying 50 items.
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Marginal likelihood and unit roots (Q276943) (← links)
- A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Federal regulation and aggregate economic growth (Q372218) (← links)
- On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
- Test for linearity against STAR models with deterministic trends (Q433703) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- A new approach to unit root testing (Q604918) (← links)
- Spurious regression (Q609686) (← links)
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Response surface estimates of the LM unit root tests (Q777690) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- Market risk and Bitcoin returns (Q827254) (← links)
- The suitability of a monetary union in east Asia: what does the cointegration approach tell? (Q834327) (← links)
- Unit root testing (Q862778) (← links)
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- Unit root testing based on BLUS residuals (Q947206) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- Hypotheses testing: Poisson versus stress-release (Q1007422) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- Fundamentals and technical trading: Behavior of exchange rates in the CEECs (Q1034802) (← links)
- Sampling at different frequencies, and the power of panel unit root tests (Q1038092) (← links)
- GLS-detrending and regime-wise stationarity testing in small samples (Q1046223) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
