Pages that link to "Item:Q1305677"
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The following pages link to Testing the null of stationarity for multiple time series (Q1305677):
Displaying 6 items.
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Efficient inference in multivariate fractionally integrated time series models (Q3156187) (← links)
- Local Asymptotic Distributions of Stationarity Tests (Q3411049) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
