Pages that link to "Item:Q756342"
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The following pages link to A critique of the application of unit root tests (Q756342):
Displaying 15 items.
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- No unit root conditions for bivariate series when a component univariate series has a unit root (Q900040) (← links)
- Are taxes too low? (Q1350490) (← links)
- Business cycle analysis without much theory: A look at structural VARs (Q1377305) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Structural change and unit roots (Q1909372) (← links)
- On unit root tests in the presence of transitional growth (Q1927560) (← links)
- Exploiting ergodicity in forecasts of corporate profitability (Q2291809) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- (Q5101818) (← links)
- Estimating and testing rational expectations models when the trend specification is uncertain. (Q5958097) (← links)
- Unit root test combination via random forests (Q6601922) (← links)
