Pages that link to "Item:Q3652625"
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The following pages link to HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625):
Displaying 12 items.
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- A consistent test for unit root against fractional alternative (Q2627763) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- (Q2971501) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Fractional differencing in discrete time (Q5746753) (← links)
