Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345): Difference between revisions

Latest revision as of 10:12, 30 July 2024

scientific article; zbMATH DE number 1952984

Language	Label	Description	Also known as
English	Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1)	scientific article; zbMATH DE number 1952984

Statements

instance of

scholarly article

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title

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (English)

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24 July 2003

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MaRDI profile type

MaRDI publication profile

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cites work

Statistical Adequacy and the Testing of Trend Versus Difference Stationarity

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Consistent autoregressive spectral estimates

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ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS

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Efficient Tests for an Autoregressive Unit Root

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Testing for a unit root in the presence of a variance shift

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Unit root tests with a break in innovation variance.

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LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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Further evidence on breaking trend functions in macroeconomic variables

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Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties

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Testing for a unit root in time series regression

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Inference in a nearly integrated autoregressive model with nonnormal innovations

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Testing for unit roots in autoregressive-moving average models of unknown order

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Distribution theory for unit root tests with conditional heteroskedasticity

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Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers

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full work available at URL

https://doi.org/10.1081/etc-120023900

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Identifiers

zbMATH Open document ID

1184.62214

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DOI

10.1081/ETC-120023900

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4414345

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@@ Property / cites work @@
+Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
+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 @@
+Testing for a unit root in the presence of a variance shift
+Normal rank
@@ Property / cites work @@
+Unit root tests with a break in innovation variance.
+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 @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Further evidence on breaking trend functions in macroeconomic variables
+Normal rank
@@ Property / cites work @@
+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in a nearly integrated autoregressive model with nonnormal innovations
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Distribution theory for unit root tests with conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/etc-120023900
+Normal rank
@@ Property / OpenAlex ID @@
+W1976411624
@@ Property / OpenAlex ID: W1976411624 / rank @@
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