Pages that link to "Item:Q4855269"

The following pages link to ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS (Q4855269):

Displaying 26 items.

• A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• Estimating break points in a time series regression with structural changes (Q1418609) (← links)
• Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
• Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. (Q1423253) (← links)
• Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• A momentum-threshold autoregressive unit root test with increased power (Q1827547) (← links)
• Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
• On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
• Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
• Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
• UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
• The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
• The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
• A new estimator for the unit root (Q3518405) (← links)
• A weighted symmetric cointegration test (Q3518408) (← links)
• A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
• Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)