The impact of the initial condition on robust tests for a linear trend (Q3103185): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2010.00664.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1871414294
@@ Property / OpenAlex ID: W1871414294 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimizing the impact of the initial condition on testing for unit roots
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+On testing for unit roots and the initial observation
+Normal rank
@@ Property / cites work @@
+A simple, robust and powerful test of the trend hypothesis
+Normal rank
@@ Property / cites work @@
+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Tests for Unit Roots and the Initial Condition
@@ Property / cites work: Tests for Unit Roots and the Initial Condition / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating deterministic trends with an integrated or stationary noise component
+Normal rank
@@ Property / cites work @@
+Testing for Trend in the Presence of Autoregressive Error
+Normal rank
@@ Property / cites work @@
+Trend Function Hypothesis Testing in the Presence of Serial Correlation
+Normal rank