Pages that link to "Item:Q1866241"
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The following pages link to Asymptotics of tests for a unit root in autoregression (Q1866241):
Displaying 14 items.
- The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend (Q1293728) (← links)
- The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160) (← links)
- Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744) (← links)
- Higher-order sample autocorrelations and the unit root hypothesis (Q1801414) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- (Q4322400) (← links)
- Distribution approximation of unit root tests in autoregressive models (Q4415852) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (Q4700856) (← links)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)
