Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674): Difference between revisions

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-.1515/jtse-2014-0031
@@ Property / DOI: 10.1515/jtse-2014-0031 / rank @@
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+Adaptive estimation of the fractional differencing coefficient
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+HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
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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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+ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY  INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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+Efficient Wald Tests for Fractional Unit Roots
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+The increment ratio statistic
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
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+.1515/JTSE-2014-0031
@@ Property / DOI: 10.1515/JTSE-2014-0031 / rank @@
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