Constructing Optimal tests on a Lagged dependent variable (Q3505326): Difference between revisions

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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Integration Versus Trend Stationary in Time Series
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
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+Efficient Tests for an Autoregressive Unit Root
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+Optimal weighted average power similar tests for the covariance structure in the linear regression model
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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