Pages that link to "Item:Q2845024"

The following pages link to A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (Q2845024):

Displaying 8 items.

• A noisy principal component analysis for forward rate curves (Q319733) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
• Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (Q2280614) (← links)
• Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
• Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
• The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)