Pages that link to "Item:Q1867726"
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The following pages link to Nonparametric tests for unit roots and cointegration. (Q1867726):
Displayed 7 items.
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)