Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07474946.2013.803815 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2051293493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric tests for unit roots and cointegration. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Structural Change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rescaled variance and related tests for long memory in volatility and levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stopped Random Walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On sequential detection of parameter changes in linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the detection of changes in autoregressive time series. II: Resampling procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the detection of changes in autoregressive time series. I: Asymptotics. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limit distribution of the estimates in cointegrated regression models with multiple structural changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: 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? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the power of the KPSS test of stationarity against fractionally-integrated alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: CUSUM of Squares‐Based Tests for a Change in Persistence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comments on: ``A note on optimal detection of a change in distribution'', by Benjamin Yakir / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory of robust long-run variance estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing Structural Changes in Multivariate Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A continuous mapping theorem for the smallest argmax functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted Dickey-Fuller processes for detecting stationarity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev / rank
 
Normal rank
Property / cites work
 
Property / cites work: A surveillance procedure for random walks based on local linear estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Statistics and Mathematical Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Useful Functions for Functional Limit Theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic-Process Limits / rank
 
Normal rank

Latest revision as of 22:47, 6 July 2024

scientific article
Language Label Description Also known as
English
Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration
scientific article

    Statements

    Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (English)
    0 references
    0 references
    0 references
    18 October 2013
    0 references
    change-point
    0 references
    functional central limit theorem
    0 references
    high-frequency data
    0 references
    invariance principle
    0 references
    nonstandard asymptotics
    0 references
    sequential analysis
    0 references
    unit root process
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references