Pages that link to "Item:Q1867726"

The following pages link to Nonparametric tests for unit roots and cointegration. (Q1867726):

Displaying 50 items.

• Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
• Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Monitoring change in persistence in linear time series (Q990920) (← links)
• Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
• Nonparametric cointegration analysis (Q1362072) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
• The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
• Moving ratio test for multiple changes in persistence (Q1936583) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• Regression-based analysis of cointegration systems (Q2346014) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• A note on the size of the KPSS unit root test (Q2440430) (← links)
• Tests for cointegration with structural breaks based on subsamples (Q2445705) (← 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)
• The size performance of a nonparametric unit root test under a variance shift (Q2483450) (← links)
• Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
• A wavelet-based variance ratio unit root test for a system of equations (Q2697085) (← links)
• Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
• Bounds, breaks and unit root tests (Q2789387) (← links)
• Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
• Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
• Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
• Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
• Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
• Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
• Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
• ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← links)
• Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300) (← links)
• Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (Q3527719) (← links)
• Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• A surveillance procedure for random walks based on local linear estimation (Q3569204) (← links)
• Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
• THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
• NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC (Q3632425) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)
• NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
• Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)