The following pages link to ESTAR (Q15727):
Displayed 14 items.
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Purchasing power parity analyzed through a continuous-time version of the ESTAR model (Q531392) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- Metrics for agent observers (Q3425460) (← links)
- THE FORMULAS FOR THE SECONDARY ELECTRON YIELD AT HIGH INCIDENT ELECTRON ENERGY FROM GOLD AND ALUMINUM (Q3638773) (← links)
- (Q3645816) (← links)