Pages that link to "Item:Q4836989"

The following pages link to Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989):

Displayed 29 items.

• How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) ‎ (← links)
• LONG MEMORY TESTING IN THE TIME DOMAIN (Q3632376) ‎ (← links)
• TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (Q3632411) ‎ (← links)
• DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) ‎ (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) ‎ (← links)
• Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) ‎ (← links)
• An introduction to hypergeometric functions for economists (Q4701045) ‎ (← links)
• ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) ‎ (← links)
• RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529) ‎ (← links)
• UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) ‎ (← links)
• On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) ‎ (← links)
• A comparison of some common methods for detecting Granger noncausality (Q5290893) ‎ (← links)
• Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) ‎ (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) ‎ (← links)
• TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) ‎ (← links)
• Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) ‎ (← links)
• Cointegration Detection Using Dynamic Factor Models (Q5451124) ‎ (← links)
• Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) ‎ (← links)
• Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation (Q5481628) ‎ (← links)
• Joint hypothesis specification for unit root tests with a structural break (Q5488513) ‎ (← links)
• Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) ‎ (← links)
• Unit root tests in three‐regime SETAR models (Q5488515) ‎ (← links)
• AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) ‎ (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) ‎ (← links)
• Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests (Q5940813) ‎ (← links)
• Tests of equal forecast accuracy and encompassing for nested models (Q5952027) ‎ (← links)
• The effects of working with seasonally adjusted data when testing for unit root. (Q5958457) ‎ (← links)
• The law of one price for transitional Ukraine (Q5958692) ‎ (← links)
• Recursive and rolling regression-based tests of the seasonal unit root hypothesis (Q5959568) ‎ (← links)