Pages that link to "Item:Q1577431"
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The following pages link to Unit root test: An unconditional maximum likelihood approach (Q1577431):
Displaying 15 items.
- Marginal likelihood and unit roots (Q276943) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
- Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
- Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
- A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
- Nearly efficient likelihood ratio tests of the unit root hypothesis (Q2859535) (← links)
- Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
- Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
- Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Approximate Conditional Unit Root Inference (Q4544835) (← links)
- Developments in Maximum Likelihood Unit Root Tests (Q4921617) (← links)
- (Q4982734) (← links)
