Pages that link to "Item:Q688405"
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The following pages link to The limiting distribution of the autocorrelation coefficient under a unit root (Q688405):
Displaying 19 items.
- Autocovariance functions of series and of their transforms (Q261897) (← links)
- On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- The joint density of two functionals of Brownian motion (Q1909017) (← links)
- Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
- Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression (Q2489787) (← links)
- SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
- (Q3678524) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- The limiting distribution of the t-ratio for the unit root test in an AR(1) (Q4549737) (← links)
- DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981) (← links)
- ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- On the estimation bias in first-order bifurcating autoregressive models (Q6541745) (← links)
