The following pages link to Deciding between I(1) and I(0) (Q1341206):
Displaying 14 items.
- Some results on testing for stationarity using data detrended in differences (Q1311238) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (Q2886978) (← links)
- Local Asymptotic Distributions of Stationarity Tests (Q3411049) (← links)
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
- Pfriodograms of unit root time series: distributions and tests (Q4383747) (← links)
- Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) (← links)
- Nonlinear error correction models (Q4677007) (← links)
- A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
