Pages that link to "Item:Q4299466"
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The following pages link to Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466):
Displaying 30 items.
- Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (Q367487) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend (Q1293728) (← links)
- Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Unit root tests for seasonal models with deterministic trends (Q1907886) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Bayesian unit root test for model with maintained trend (Q2566712) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
- Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
- Testing for unit roots in autoregressive-moving average models of unknown order (Q3678522) (← links)
- Testing for a unit root in time series regression (Q3787332) (← links)
- SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837) (← links)
- UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134) (← links)
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
- Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
