Pages that link to "Item:Q1203088"
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The following pages link to Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088):
Displaying 3 items.
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (Q4352565) (← links)
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
