Marginal likelihood and unit roots (Q276943): Difference between revisions

@@ Property / cites work @@
+Q4144646
@@ Property / cites work: Q4144646 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4802629
@@ Property / cites work: Q4802629 / rank @@
+Normal rank
@@ Property / cites work @@
+The likelihood for a state space model
@@ Property / cites work: The likelihood for a state space model / rank @@
+Normal rank
@@ Property / cites work @@
+The diffuse Kalman filter
@@ Property / cites work: The diffuse Kalman filter / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
+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 @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5309202
@@ Property / cites work: Q5309202 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference for variance components using only error contrasts
+Normal rank
@@ Property / cites work @@
+Q5605537
@@ Property / cites work: Q5605537 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust tests for spherical symmetry and their application to least squares regression
+Normal rank
@@ Property / cites work @@
+Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS OF ML ESTIMATOR FOR REGRESSION MODELS WITH A  STOCHASTIC TREND COMPONENT
+Normal rank
@@ Property / cites work @@
+Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models
+Normal rank
@@ Property / cites work @@
+Q3747485
@@ Property / cites work: Q3747485 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of autoregressive parameters from a marginal likelihood function
+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 @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+Recovery of inter-block information when block sizes are unequal
+Normal rank
@@ Property / cites work @@
+Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
+Normal rank
@@ Property / cites work @@
+Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average
+Normal rank
@@ Property / cites work @@
+Q4892506
@@ Property / cites work: Q4892506 / rank @@
+Normal rank