Pages that link to "Item:Q4836989"
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The following pages link to Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989):
Displayed 50 items.
- Selection of the break in the Perron-type tests (Q265103) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
- The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Unit root testing (Q862778) (← links)
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- The power of the ADF test (Q1127368) (← links)
- Long-run equilibrium real exchange rates and oil prices (Q1129169) (← links)
- Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- On the power of stationarity tests using optimal bandwidth estimates (Q1350544) (← links)
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← 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)
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- Unit roots and structural breaks in OECD unemployment (Q1606355) (← links)
- Mean reversion of the current account: Evidence from the panel data unit-root test (Q1606424) (← links)
- New evidence on international R\&D spillovers, human capital and productivity in the OECD (Q1614810) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
- Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)
- A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)