A chi-square test for a unit root (Q756896): Difference between revisions

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+https://doi.org/10.1016/0165-1765(90)90178-4
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+W1968889103
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
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+Invariance principles for dependent variables
@@ Property / cites work: Invariance principles for dependent variables / rank @@
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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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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Contributions to Central Limit Theory for Dependent Variables
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+Nonlinear Regression with Dependent Observations
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