Pages that link to "Item:Q4836989"
From MaRDI portal
The following pages link to Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989):
Displaying 29 items.
- Selection of the break in the Perron-type tests (Q265103) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
- The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Unit root testing (Q862778) (← links)
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- The power of the ADF test (Q1127368) (← links)
- Long-run equilibrium real exchange rates and oil prices (Q1129169) (← links)
- Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- On the power of stationarity tests using optimal bandwidth estimates (Q1350544) (← links)
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)