Pages that link to "Item:Q4319837"
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The following pages link to SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837):
Displaying 10 items.
- Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates (Q374865) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (Q2784188) (← links)
- Testing for a unit root in the presence of moving average errors (Q3834913) (← links)
- Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (Q5079276) (← links)