Pages that link to "Item:Q6039127"
From MaRDI portal
The following pages link to Testing for random coefficient autoregressive and stochastic unit root models (Q6039127):
Displaying 7 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)