An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
+Normal rank
@@ Property / cites work @@
+A time series illustration of approximate conditional likelihood
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots in Seasonal Time Series
@@ Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
+Normal rank
@@ Property / cites work @@
+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+On geometric ergodicity of the MTAR process
@@ Property / cites work: On geometric ergodicity of the MTAR process / rank @@
+Normal rank
@@ Property / cites work @@
+A note on stationarity of the MTAR process on the boundary of the stationarity region
+Normal rank
@@ Property / cites work @@
+Forecasting the U.S. Unemployment Rate
@@ Property / cites work: Forecasting the U.S. Unemployment Rate / rank @@
+Normal rank
@@ Property / cites work @@
+New tests for unit roots in autoregressive processes with possibly infinite variance errors
+Normal rank
@@ Property / cites work @@
+Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
+Normal rank
@@ Property / cites work @@
+Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators.
+Normal rank
@@ Property / cites work @@
+recursive Mean Adjustment for Unit Root Tests
@@ Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank @@
+Normal rank
@@ Property / cites work @@
+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
+Normal rank
@@ Property / cites work @@
+Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
+Normal rank