LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345): Difference between revisions

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+MaRDI publication profile
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+Discretization error in simulation of one-dimensional reflecting Brownian motion
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+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
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+Nonlinear Econometric Models with Deterministically Trending Variables
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+On the Definitions of (Co-)integration
@@ Property / cites work: On the Definitions of (Co-)integration / rank @@
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+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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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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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
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+Testing the unit root hypothesis using generalized range statistics
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+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
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+Towards a unified asymptotic theory for autoregression
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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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+STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE  BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+https://doi.org/10.1017/s0266466605050462
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+W3121856778
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