Pages that link to "Item:Q4319837"
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The following pages link to SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837):
Displayed 4 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627) (← links)
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (Q5079276) (← links)