Pages that link to "Item:Q3799525"
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The following pages link to Trends versus Random Walks in Time Series Analysis (Q3799525):
Displayed 35 items.
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
- Spurious regression (Q609686) (← links)
- Unit root testing (Q862778) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Regression with integrated regressors (Q1378823) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Bayesian model selection and prediction with empirical applications (Q1899250) (← links)
- Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (Q1929090) (← links)
- GLS detrending and unit root testing (Q1934175) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- On robust testing for trend (Q2126184) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963) (← links)
- A note on spurious regression in seasonal time series (Q3543755) (← links)
- Nonparametric sequential prediction of time series (Q3569202) (← links)
- THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) (← links)
- On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Fractional integration and data frequency (Q5306326) (← links)
- A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root (Q5687777) (← links)
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
- The role of information in nonstationary regression (Q5742599) (← links)