Pages that link to "Item:Q5437904"

The following pages link to Efficient Wald Tests for Fractional Unit Roots (Q5437904):

Displaying 23 items.

• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• Power comparison among tests for fractional unit roots (Q1934727) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
• Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
• (Q2971501) (← links)
• HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
• Long memory and data frequency in financial markets (Q5107421) (← links)
• Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• Fractional differencing in discrete time (Q5746753) (← links)
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
• A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
• LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)