Pages that link to "Item:Q3989217"

The following pages link to Understanding Unit Rooters: A Helicopter Tour (Q3989217):

Displaying 31 items.

• Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
• Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
• Improving monetary policy models (Q844727) (← links)
• Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
• A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
• Is there a unit root in U.S. real GNP? (Q1327987) (← links)
• Deciding between I(1) and I(0) (Q1341206) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
• Using a likelihood perspective to sharpen econometric discourse: Three examples (Q1574225) (← links)
• The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
• Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Structural change and unit roots (Q1909372) (← links)
• Unit root econometrics and economic nonlinearities (Q1909373) (← links)
• Frequentist properties of Bayesian inequality tests (Q2225020) (← links)
• Bayesian unit root test for model with maintained trend (Q2566712) (← links)
• A robust Bayesian approach for unit root testing (Q2886951) (← links)
• Unit Roots: Bayesian Significance Test (Q2892623) (← links)
• A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
• DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE (Q3367660) (← links)
• Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
• Bayesian Comparison of ARIMA and Stationary ARMA Models (Q4231018) (← links)
• ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 (Q4561975) (← links)
• A bayesian analysis of trend determination in economic time series (Q4853083) (← links)
• Objective priors for causal AR(<i>p</i>) with partial autocorrelations (Q5218891) (← links)
• Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Higher‐order asymptotics of minimax estimators for time series (Q6135343) (← links)