A new unit root test against ESTAR based on a class of modified statistics (Q451481): Difference between revisions

@@ Property / author @@
-Robinson Kruse
@@ Property / author: Robinson Kruse / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+ESTAR
@@ Property / describes a project that uses: ESTAR / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1997249152
@@ Property / OpenAlex ID: W1997249152 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing joint hypotheses when one of the alternatives is one-sided
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the nonlinear STAR framework
+Normal rank
@@ Property / cites work @@
+Testing linearity against smooth transition autoregressive models
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic panel estimation and homogeneity testing under cross section dependence
+Normal rank
@@ Property / cites work @@
+Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
+Normal rank
@@ Property / cites work @@
+CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
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@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank