BIC-based unit-root detection: simulation-based evidence (Q864807): Difference between revisions

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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Q4840212
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+A new look at the statistical model identification
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+Estimating the dimension of a model
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Unit-root detection allowing for measurement error
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+RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL
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+Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average
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+Finite sample properties of estimators for autoregressive moving average models
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+Comments on testing economic theories and the use of model selection criteria
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