Pages that link to "Item:Q1274413"
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The following pages link to Fractional integration and the augmented Dickey--Fuller test (Q1274413):
Displaying 9 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- A comparison of alternative unit root tests (Q3591967) (← links)
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)