Pages that link to "Item:Q1371372"

The following pages link to Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372):

Displaying 16 items.

• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
• The finite-sample performance of robust unit root tests (Q1880326) (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
• Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)
• UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
• Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
• TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
• Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
• Imposing inequality restrictions: Efficiency gains from economic theory (Q5941019) (← links)