Testing for unit root processes in random coefficient autoregressive models (Q290982): Difference between revisions

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+Testing joint hypotheses when one of the alternatives is one-sided
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+A note on a heteroscedastic model
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+Q5788953
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+Miscellanea. Score tests for heteroscedasticity in wavelet regression
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+Integration Versus Trend Stationary in Time Series
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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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+Modeling volatility persistence of speculative returns: a new approach
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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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+Testing For Unit Roots: 1
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+Long memory relationships and the aggregation of dynamic models
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+An introduction to stochastic unit-root processes
@@ Property / cites work: An introduction to stochastic unit-root processes / rank @@
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+A functional central limit theorem for weakly dependent sequences of random variables
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+Testing a time series for difference stationarity
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+TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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+AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD
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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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+An Asymtotic Theory of Bayesian Inference for Time Series
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+Conditional Heteroscedastic Time Series Models
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+Q4807276
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