Pages that link to "Item:Q5475014"

The following pages link to A Fractional Dickey-Fuller Test for Unit Roots (Q5475014):

Displaying 36 items.

• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
• Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• Power comparison among tests for fractional unit roots (Q1934727) (← links)
• Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← 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 consistent test for unit root against fractional alternative (Q2627763) (← links)
• A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
• The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
• Limit theorems for the discount sums of moving averages (Q2930896) (← links)
• (Q2971501) (← links)
• THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
• Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
• Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
• Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
• Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
• A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
• LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
• HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← 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)