ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370): Difference between revisions

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+Empirical Limits for Time Series Econometric Models
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Efficient Tests for an Autoregressive Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A Wald test of restrictions on the cointegrating space based on Johansen's estimator
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+An Asymtotic Theory of Bayesian Inference for Time Series
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Econometric Model Determination
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+Nonlinear Regressions with Integrated Time Series
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Statistical analysis of cointegration vectors
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+A complete class of tests when the likelihood is locally asymptotically quadratic.
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+Publication:3632370