On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553): Difference between revisions

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+MaRDI publication profile
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+Unit roots tests and SARIMA models
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+Consistent autoregressive spectral estimates
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+Q4137964
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+Q4802629
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Q4124141
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+A simple noniterative estimator for moving average models
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+Testing for a unit root in the presence of moving average errors
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Hypothesis Testing in ARIMA(p, 1, q) Models
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+Estimation of a linear regression model with stationary ARMA (p,q) errors
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