Asymptotics of tests for a unit root in autoregression (Q1866241): Difference between revisions

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-Q678381
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+Madan Lal Puri
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+MaRDI publication profile
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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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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+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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+Robust Rank Tests of the Unit Root Hypothesis
@@ Property / cites work: Robust Rank Tests of the Unit Root Hypothesis / rank @@
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+ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS
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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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@@ Property / cites work @@
+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
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@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(02)00317-8
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+W2029062062
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