Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950): Difference between revisions

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+https://doi.org/10.1080/07474939308800252
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+W2020968000
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+Q5560061
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
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+Testing for Unit Roots: 2
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+A functional central limit theorem for weakly dependent sequences of random variables
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+A chi-square test for a unit root
@@ Property / cites work: A chi-square test for a unit root / rank @@
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+Local asymptotic distribution related to the AR(1) model with dependent errors
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
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