Pages that link to "Item:Q1801414"
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The following pages link to Higher-order sample autocorrelations and the unit root hypothesis (Q1801414):
Displaying 10 items.
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
- The limiting distribution of the autocorrelation coefficient under a unit root (Q688405) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Impact of systematic sampling on causality in the presence of unit roots (Q1927540) (← links)
- RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529) (← links)
- Identifying Cointegration by Eigenanalysis (Q5231517) (← links)