Pages that link to "Item:Q265023"
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The following pages link to Size and power of tests of stationarity in highly autocorrelated time series (Q265023):
Displaying 22 items.
- The fragility of the KPSS stationarity test (Q257549) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
- Initial conditions and stationarity tests (Q1046303) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Testing for stationarity at high frequency (Q2182131) (← links)
- A comparison of two modified stationarity tests. A Monte Carlo study (Q2229023) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- MODIFIED KPSS TESTS FOR NEAR INTEGRATION (Q2886947) (← links)
- Reducing the size distortion of the KPSS test (Q3103196) (← links)
- ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← links)
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
- Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
- Stationarity test based on density approach (Q5114479) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
- A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
