Pages that link to "Item:Q4415853"
From MaRDI portal
The following pages link to An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853):
Displaying 14 items.
- Bootstrapping I(1) data (Q736677) (← links)
- Unit root testing (Q862778) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
- Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
