Deciding between I(1) and I(0) (Q1341206): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Testing stationarity and trend stationarity against the unit root hypothesis
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+Q4082864
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q5799101
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+Efficient Tests for an Autoregressive Unit Root
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+Q3721531
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+On Detecting Changes in the Mean of Normal Variates
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+Q3911791
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+A functional central limit theorem for weakly dependent sequences of random variables
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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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+Long-Term Memory in Stock Market Prices
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Q4015741
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+Testing and estimating change-points in time series
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+Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
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+AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
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+Bayesian skepticism on unit root econometrics
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+Understanding Unit Rooters: A Helicopter Tour
@@ Property / cites work: Understanding Unit Rooters: A Helicopter Tour / rank @@
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@@ Property / cites work @@
+Deciding between I(1) and I(0)
@@ Property / cites work: Deciding between I(1) and I(0) / rank @@
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+https://doi.org/10.1016/0304-4076(93)01562-z
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+W2136319976
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@@ links / mardi / name / links / mardi / name @@
+Publication:1341206