A wavelet-based variance ratio unit root test for a system of equations (Q2697085): Difference between revisions

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+https://doi.org/10.1515/snde-2018-0005
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+Q126764686
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q5560061
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+Nonparametric tests for unit roots and cointegration.
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+UNIT ROOT TESTS WITH WAVELETS
@@ Property / cites work: UNIT ROOT TESTS WITH WAVELETS / rank @@
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+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
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+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?
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+On estimation of the wavelet variance
@@ Property / cites work: On estimation of the wavelet variance / rank @@
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+Q4488348
@@ Property / cites work: Q4488348 / rank @@
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@@ Property / cites work @@
+Modeling Financial Time Series with S-PLUS®
@@ Property / cites work: Modeling Financial Time Series with S-PLUS® / rank @@
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+Publication:2697085