Pages that link to "Item:Q4368651"
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The following pages link to Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter (Q4368651):
Displaying 18 items.
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions (Q1676649) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- An optimal test against a random walk component in a non‐orthogonal unobserved components model (Q4416026) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)
- A robust test for monotonicity in asset returns (Q6581763) (← links)
- Inference in predictive quantile regressions (Q6664664) (← links)
