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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold Autoregression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A time series illustration of approximate conditional likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4884570 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Seasonal integration and cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: On geometric ergodicity of the MTAR process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on stationarity of the MTAR process on the boundary of the stationarity region / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting the U.S. Unemployment Rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: New tests for unit roots in autoregressive processes with possibly infinite variance errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators. / rank
 
Normal rank
Property / cites work
 
Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold models in non-linear time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:26, 5 June 2024

scientific article
Language Label Description Also known as
English
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
scientific article

    Statements

    An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (English)
    0 references
    0 references
    0 references
    9 June 2003
    0 references
    Instrumental variable estimation
    0 references
    One-sided test
    0 references
    Recursive mean adjustment
    0 references
    0 references
    0 references

    Identifiers