Unbiased estimation as a solution to testing for random walks (Q1352147): Difference between revisions

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+MaRDI publication profile
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+The limiting distribution of the autocorrelation coefficient under a unit root
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+A New Test for Nonstationarity Against the Stable Alternative
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+Bootstrapping unstable first-order autoregressive processes
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+Asymptotic inference for nearly nonstationary AR(1) processes
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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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+Testing For Unit Roots: 1
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+The jackknife and the bootstrap for general stationary observations
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+On the asymptotic properties of the jackknife histogram
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+https://doi.org/10.1016/0165-1765(94)00567-l
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+W2054842227
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+Publication:1352147