NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+How often does a Harris recurrent Markov chain recur?
+Normal rank
@@ Property / cites work @@
+On strong invariance principles under dependence assumptions
+Normal rank
@@ Property / cites work @@
+Nonparametric tests for unit roots and cointegration.
+Normal rank
@@ Property / cites work @@
+A Fractional Dickey-Fuller Test for Unit Roots
@@ Property / cites work: A Fractional Dickey-Fuller Test for Unit Roots / rank @@
+Normal rank
@@ Property / cites work @@
+The wild bootstrap, tamed at last
@@ Property / cites work: The wild bootstrap, tamed at last / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+ON QUESTIONS RAISED BY THE COMBINATION OF TESTS BASED ON DISCONTINUOUS DISTRIBUTIONS
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes II: continuous-time processes and sampled chains
+Normal rank
@@ Property / cites work @@
+The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
+Normal rank
@@ Property / cites work @@
+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?
+Normal rank
@@ Property / cites work @@
+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
+Normal rank
@@ Property / cites work @@
+EXTENSION OF THE NEYMAN-PEARSON THEORY OF TESTS TO DISCONTINUOUS VARIATES
+Normal rank
@@ Property / cites work @@
+FIDUCIAL LIMITS OF THE PARAMETER OF A DISCONTINUOUS DISTRIBUTION
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation in null recurrent time series.
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Q5543905
@@ Property / cites work: Q5543905 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Realized Volatility
@@ Property / cites work: Bootstrapping Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
+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 @@
+Exact tests for structural change in first-order dynamic models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4979936