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):
Displayed 50 items.
- Unit roots and structural breaks in OECD unemployment (Q1606355) (← links)
- Mean reversion of the current account: Evidence from the panel data unit-root test (Q1606424) (← links)
- New evidence on international R\&D spillovers, human capital and productivity in the OECD (Q1614810) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
- Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)
- A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- The stationarity of consumption-income ratios: evidence from minimum LM unit root testing (Q1928657) (← links)
- A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (Q1928702) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175) (← links)
- Testing for a unit root in variables with a double change in the mean (Q2442567) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Response surface models for the Leybourne unit root tests and lag order dependence (Q2512742) (← links)
- Unit-root detection allowing for measurement error (Q2573261) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
- Reprint of: Testing for unit roots in heterogeneous panels (Q2697964) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
- Controlling Energy Utilisation at Reheat Furnace Using Time Series Model (Q2915323) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS (Q3393946) (← links)
- Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
- Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)