Pages that link to "Item:Q4416026"
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The following pages link to An optimal test against a random walk component in a non‐orthogonal unobserved components model (Q4416026):
Displaying 5 items.
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model (Q3313147) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- TESTING FOR TREND (Q3632372) (← links)
- Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter (Q4368651) (← links)