Pages that link to "Item:Q675678"
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The following pages link to 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? (Q675678):
Displayed 50 items.
- The KPSS test with seasonal dummies (Q1852916) (← links)
- Cointegration and the joint confirmation hypothesis. (Q1853701) (← links)
- Stability and non-linear dynamics in the broad demand for money in Spain. (Q1853728) (← links)
- Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test (Q1856576) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Tests for seasonal unit roots. General to specific or specific to general? (Q1899239) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- Testing stationarity under a permanent variance shift (Q1927446) (← links)
- The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (Q1927613) (← links)
- A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
- On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021) (← links)
- The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
- The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
- On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- The V/S test of long-range dependence in random fields (Q1951805) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Long memory story of the real interest rate (Q1978774) (← links)
- Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit (Q2011040) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
- Growing cumulative activity of major tropical cyclones: Detection, attribution, and projections (Q2076234) (← links)
- Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249) (← links)
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945) (← links)
- The impact of oil shock on exchange rates in BRICS countries: a Markov switching model (Q2086212) (← links)
- Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← links)
- Model selection in reconciling hierarchical time series (Q2127263) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- COVID-19 pandemic control using restrictions and vaccination (Q2130183) (← links)
- Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
- A novel weight determination method for time series data aggregation (Q2147634) (← links)
- On a class of estimation and test for long memory (Q2153233) (← links)
- Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
- Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448) (← links)