Pages that link to "Item:Q4415852"

The following pages link to Distribution approximation of unit root tests in autoregressive models (Q4415852):

Displaying 9 items.

• The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
• Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
• Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
• A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model (Q2890120) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• Finite-sample distribution of a recursively mean-adjusted panel data unit root test (Q3446976) (← links)
• Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440) (← links)
• The limiting distribution of the t-ratio for the unit root test in an AR(1) (Q4549737) (← links)