Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599): Difference between revisions

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+Q3847819
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Q4124141
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+Testing for a unit root in the presence of moving average errors
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+JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
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+A functional central limit theorem for weakly dependent sequences of random variables
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+Testing for unit roots in autoregressive moving average models. An instrumental variable approach
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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Hypothesis Testing in ARIMA(p, 1, q) Models
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+Q3857500
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+A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise
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