Covariate unit root tests with good size and power (Q1927093): Difference between revisions

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+W2010357383
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Testing for unit roots with stationary covariates
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+Efficient Tests for an Autoregressive Unit Root
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+Unit root testing with stationary covariates and a structural break in the trend function
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+Unit root quantile autoregression testing using covariates
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+A graph approach to generate all possible regression submodels
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+An efficient branch-and-bound strategy for subset vector autoregressive model selection
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+Efficient algorithms for computing the best subset regression models for large-scale problems
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+A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
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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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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation.
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+A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
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