SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980): Difference between revisions

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+Testing for a unit root in time series regression
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+Saddlepoint approximation for the least squares estimator in first-order autoregression
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+Time Series Regression with a Unit Root
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+Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
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+Distribution approximation of unit root tests in autoregressive models
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+Saddlepoint approximations for marginal and conditional probabilities of transformed variables
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+TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
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+Tail Probability Approximations
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Marginal likelihood and unit roots
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+HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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+Efficient Tests for an Autoregressive 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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+Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios
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+Sieve bootstrap for smoothing in nonstationary time series
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+Moving-average representation of autoregressive approximations
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+The limiting distribution of the autocorrelation coefficient under a unit root
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+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Limiting power of unit-root tests in time-series regression
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+THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS
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+THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
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+Q4231779
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+Saddle point approximation for the distribution of the sum of independent random variables
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+Towards a unified asymptotic theory for autoregression
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