Pages that link to "Item:Q809530"
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The following pages link to Unit-roots test for time-series data with a linear time trend (Q809530):
Displaying 11 items.
- Testing for a unit root nonstationarity in multivariate autoregressive time series (Q1121626) (← links)
- Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- Testing for a unit root in time series regression (Q3787332) (← links)
- Consistent detection of a monotonic trend superposed on a stationary time series (Q3813103) (← links)
- Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466) (← links)
- (Q4687050) (← links)
- Time Series Regression with a Unit Root (Q4720609) (← links)