Pages that link to "Item:Q5467607"
From MaRDI portal
The following pages link to Examination of Some More Powerful Modifications of the Dickey–Fuller Test (Q5467607):
Displaying 12 items.
- Unit root testing (Q862778) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
- The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
- A weighted symmetric cointegration test (Q3518408) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)