Pages that link to "Item:Q1298480"
From MaRDI portal
The following pages link to Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480):
Displayed 15 items.
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- The finite-sample performance of robust unit root tests (Q1880326) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
- Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (Q4805312) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)
- Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)