Pages that link to "Item:Q3048115"

The following pages link to Distribution of the Estimators for Autoregressive Time Series With a Unit Root (Q3048115):

Displaying 50 items.

• Seasonal integration and cointegration (Q106272) (← links)
• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• Testing the nominal-to-real transformation (Q261895) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Selection of the break in the Perron-type tests (Q265103) (← links)
• Classical ergodicity and modern portfolio theory (Q268148) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Unit root testing via the stationary bootstrap (Q275254) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Marginal likelihood and unit roots (Q276943) (← links)
• An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
• Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851 (Q280259) (← links)
• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
• One step-ahead ANFIS time series model for forecasting electricity loads (Q374682) (← links)
• Testing the random walk hypothesis: power versus frequency of observation (Q375146) (← links)
• Price discovery in the U.S. stock and stock options markets: a portfolio approach (Q375529) (← links)
• Jackknife estimation with a unit root (Q383929) (← links)
• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• Asymptotic results for polygonal processes related to an autoregression (Q393009) (← links)
• Mathematical issues in the inference of causal interactions among multichannel neural signals (Q410983) (← links)
• Local unit roots and global stationarity of TARMA models (Q430852) (← links)
• On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
• Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• On the Dickey-Fuller test with white standard errors (Q451360) (← links)
• A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
• A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
• Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
• Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
• An analogue model of phase-averaging procedures (Q583817) (← links)
• On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Spurious regression (Q609686) (← links)
• An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
• On non-stationary threshold autoregressive models (Q638764) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Structural changes and unit roots in non-stationary time series (Q643410) (← links)
• The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
• A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
• The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)