LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376): Difference between revisions

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+Q3327591
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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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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+Prediction of multivariate time series by autoregressive model fitting
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+Fractional integration and the augmented Dickey--Fuller test
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+Robust Automatic Bandwidth for Long Memory
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+On the power of unit root tests against fractional alternatives
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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+Inference on the cointegration rank in fractionally integrated processes.
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+The Fractional Unit Root Distribution
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+Generalized autoregressive conditional heteroscedasticity
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Efficient Tests of Nonstationary Hypotheses
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+A Fractional Dickey-Fuller Test for Unit Roots
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