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 50 items.
- 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)
- 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)
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance (Q4578219) (← links)
- Implicit expectiles and measures of implied volatility (Q4619525) (← links)
- UNIFIED CHINA AND DIVIDED EUROPE (Q4634436) (← 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)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- (Q5101818) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← 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)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)