Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538): Difference between revisions

@@ Property / cites work @@
+Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
+Normal rank
@@ Property / cites work @@
+Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
+Normal rank
@@ Property / cites work @@
+Bootstrapping unit root tests with covariates
@@ Property / cites work: Bootstrapping unit root tests with covariates / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Testing for unit roots with stationary covariates
@@ Property / cites work: Testing for unit roots with stationary covariates / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Covariate unit root tests with good size and power
+Normal rank
@@ Property / cites work @@
+More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
+Normal rank
@@ Property / cites work @@
+STATIONARITY TESTING WITH COVARIATES
@@ Property / cites work: STATIONARITY TESTING WITH COVARIATES / rank @@
+Normal rank
@@ Property / cites work @@
+A Test for Normality of Observations and Regression Residuals
+Normal rank
@@ Property / cites work @@
+A Lagrange multiplier stationarity test using covariates
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Response surface estimates of the LM unit root tests
+Normal rank
@@ Property / cites work @@
+Improved autoregressive forecasts in the presence of non-normal errors
+Normal rank
@@ Property / cites work @@
+Response surface models for the Leybourne unit root tests and lag order dependence
+Normal rank
@@ Property / cites work @@
+Trends and random walks in macroeconomic time series
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank