Pages that link to "Item:Q4817433"
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The following pages link to ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433):
Displaying 50 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- On the Dickey-Fuller test with white standard errors (Q451360) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- Unit root testing (Q862778) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- Bootstrap point optimal unit root tests (Q1695567) (← links)
- An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- High-precision combined tidal forecasting model (Q2312431) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Regulated seasonal unit root process (Q2700548) (← links)
- Bounds, Breaks and Unit Root Tests (Q2789387) (← links)
- On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
- UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358) (← links)
- TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS (Q2812318) (← links)
- Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
- On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
- Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
- SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) (← links)
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)