SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (Q4561984): Difference between revisions

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+Heteroskedastic cointegration
@@ Property / cites work: Heteroskedastic cointegration / rank @@
+Normal rank
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+Stochastic cointegration: estimation and inference.
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+A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466603195060
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+W2106905624
@@ Property / OpenAlex ID: W2106905624 / rank @@
+Normal rank