Minimizing the impact of the initial condition on testing for unit roots (Q291854): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2005.07.024
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+W2124752304
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@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+Confidence intervals for autoregressive coefficients near one
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+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
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+Testing for Unit Roots: 2
@@ Property / cites work: Testing for Unit Roots: 2 / rank @@
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+On testing for unit roots and the initial observation
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+Tests for Unit Roots and the Initial Condition
@@ Property / cites work: Tests for Unit Roots and the Initial Condition / rank @@
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+Limiting power of unit-root tests in time-series regression
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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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+Q5687551
@@ Property / cites work: Q5687551 / rank @@
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