Pages that link to "Item:Q1022006"
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The following pages link to Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006):
Displaying 9 items.
- Testing for parameter stability in a regression model with AR(1) errors (Q899728) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
- Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)
