Pages that link to "Item:Q1329131"

The following pages link to Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131):

Displaying 20 items.

• The fragility of the KPSS stationarity test (Q257549) (← links)
• Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
• Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469) (← links)
• Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
• Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
• A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
• Linear process bootstrap unit root test (Q1726769) (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
• Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
• A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
• Local Asymptotic Distributions of Stationarity Tests (Q3411049) (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
• On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001) (← links)
• Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (Q5247934) (← links)
• Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950) (← links)
• Local power functions of tests for double unit roots (Q5313480) (← links)
• Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)
• Bartlett correction in the stable second-order autoregressive model with intercept and trend (Q6552777) (← links)