Pages that link to "Item:Q4836989"
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The following pages link to Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989):
Displaying 7 items.
- 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)
- Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures<sup>†</sup> (Q6134149) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)