Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048): Difference between revisions

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-Uwe Hassler
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+Uwe Hassler
@@ Property / author: Uwe Hassler / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/jtsa.12172
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+W2267384458
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@@ Property / cites work @@
+Karhunen-Loève expansions for the detrended Brownian motion
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Nonparametric tests for unit roots and cointegration.
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
+Normal rank
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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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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+Note on the inversion theorem
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+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
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+Simple Robust Testing of Regression Hypotheses
@@ Property / cites work: Simple Robust Testing of Regression Hypotheses / rank @@
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+A theory of robust long-run variance estimation
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+THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
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+Testing Models of Low-Frequency Variability
@@ Property / cites work: Testing Models of Low-Frequency Variability / rank @@
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+ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN  NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS
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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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+A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
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+Nonparametric cointegration analysis of fractional systems with unknown integration orders
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Towards a unified asymptotic theory for autoregression
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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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+The KPSS stationarity test as a unit root test
@@ Property / cites work: The KPSS stationarity test as a unit root test / rank @@
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+Q5687551
@@ Property / cites work: Q5687551 / rank @@
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@@ Property / cites work @@
+Variance ratio tests of the seasonal unit root hypothesis
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+A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
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@@ links / mardi / name / links / mardi / name @@
+Publication:2815048