ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370): Difference between revisions

@@ Property / cites work @@
+Empirical Limits for Time Series Econometric Models
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+A Wald test of restrictions on the cointegrating space based on Johansen's estimator
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for Partially Nonstationary Multivariate Autoregressive Models
+Normal rank
@@ Property / cites work @@
+An Asymtotic Theory of Bayesian Inference for Time Series
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ Property / cites work @@
+A complete class of tests when the likelihood is locally asymptotically quadratic.
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466608080031
+Normal rank
@@ Property / OpenAlex ID @@
+W2167420756
@@ Property / OpenAlex ID: W2167420756 / rank @@
+Normal rank