Pages that link to "Item:Q1327982"

The following pages link to On the power of unit root tests against fractional alternatives (Q1327982):

Displaying 31 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• The CSS and the two-staged methods for parameter estimation in SARFIMA models (Q642448) (← links)
• Unit root testing (Q862778) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
• Fractional integration and the augmented Dickey--Fuller test (Q1274413) (← links)
• Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
• Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
• Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
• On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
• On the term structure of interest rates -- empirical results for Germany (Q1901784) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← 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)
• (Q2971501) (← 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)
• TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
• On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
• On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
• BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539) (← links)
• Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
• Unit root tests using semi-parametric estimators of the long-memory parameter (Q5485072) (← links)
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
• A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)