ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621): Difference between revisions

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+MaRDI publication profile
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Additive Outlier Detection Via Extreme-Value Theory
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+Towards a unified asymptotic theory for autoregression
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+Cointegration analysis in the presence of outliers
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+SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
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+Infrequent permanent shocks and the finite-sample performance of unit root tests
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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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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+Tests for Unit Roots and the Initial Condition
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE  IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+Long memory and stochastic trend.
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+Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
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+ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS
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+Q4124141
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+Efficient Tests for an Autoregressive Unit Root
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+Inference in a nearly integrated autoregressive model with nonnormal innovations
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