Pages that link to "Item:Q1329131"
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The following pages link to Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131):
Displayed 11 items.
- 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)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← 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)
- 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)