THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963): Difference between revisions

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+Empirical Limits for Time Series Econometric Models
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+Efficient Tests for an Autoregressive Unit Root
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+Defining the curvature of a statistical problem (with applications to second order efficiency)
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+Trends versus Random Walks in Time Series Analysis
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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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+Integration Versus Trend Stationary in Time Series
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+New Tools for Understanding Spurious Regressions
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+Towards a unified asymptotic theory for autoregression
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Tests for Unit Roots and the Initial Condition
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Robust tests for spherical symmetry and their application to least squares regression
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+Locally robust tests for serial correlation in least squares regression
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+The shortcoming of locally most powerful tests in curved exponential families
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
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+Limit theory for moderate deviations from a unit root
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