Optimal Fractional Dickey–Fuller tests (Q3422396): Difference between revisions

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+Inference on the cointegration rank in fractionally integrated processes.
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+Sign tests for long-memory time series
@@ Property / cites work: Sign tests for long-memory time series / rank @@
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+A Fractional Dickey-Fuller Test for Unit Roots
@@ Property / cites work: A Fractional Dickey-Fuller Test for Unit Roots / rank @@
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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+Non-stationary log-periodogram regression
@@ Property / cites work: Non-stationary log-periodogram regression / rank @@
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+https://doi.org/10.1111/j.1368-423x.2006.00195.x
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+W1988384305
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