Pages that link to "Item:Q2493878"
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The following pages link to A note on unit root tests with heavy-tailed GARCH errors (Q2493878):
Displaying 16 items.
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- Subsampling unit root tests for heavy-tailed observations (Q1431346) (← links)
- Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (Q1872058) (← links)
- Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
- Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
- Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Estimation and tests for TGTACH$\bm{(1, 1)}$ models with heavy-tailed errors: A uniform framework (Q5063704) (← links)
- Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
- Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (Q5305507) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
