Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390): Difference between revisions

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+Q3719692
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+DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
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+Integration Versus Trend Stationary in Time Series
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+Efficient Tests for an Autoregressive Unit Root
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+DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Towards a unified asymptotic theory for autoregression
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+Error Correction and Long-Run Equilibrium in Continuous Time
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+Testing for a unit root in time series regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average
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+Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability
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+Note on the Correlation of First Differences of Averages in a Random Chain
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+RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL
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