Pages that link to "Item:Q1203088"

The following pages link to Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088):

Displaying 7 items.

• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
• Testing for a unit root in the presence of moving average errors (Q3834913) (← links)
• Unit Root Tests Based on Instrumental Variables Estimation (Q4301663) (← links)
• Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (Q4352565) (← links)
• RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)