Pages that link to "Item:Q5080520"
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The following pages link to Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520):
Displaying 7 items.
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)
- The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)