Pages that link to "Item:Q1350544"
From MaRDI portal
The following pages link to On the power of stationarity tests using optimal bandwidth estimates (Q1350544):
Displaying 14 items.
- The fragility of the KPSS stationarity test (Q257549) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- Effective bandwidth estimation and testing for Markov sources (Q4788390) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- HAC ESTIMATION BY AUTOMATED REGRESSION (Q5697627) (← links)