Pages that link to "Item:Q1176602"

The following pages link to Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602):

Displaying 19 items.

• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
• Unit root tests for time series with outliers (Q1129416) (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
• Testing for a unit root in autoregressive processes with systematic but incomplete sampling (Q1314704) (← links)
• A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise (Q1314708) (← links)
• Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
• Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
• SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837) (← links)
• RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794) (← links)
• Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674) (← links)
• Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
• RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
• TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) (← links)
• Unit root test for short panels with serially correlated errors (Q4976264) (← links)
• Estimation of error correction model with measurement errors (Q5036886) (← links)