Pages that link to "Item:Q291854"

The following pages link to Minimizing the impact of the initial condition on testing for unit roots (Q291854):

Displaying 23 items.

• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• A Gini-based unit root test (Q1659164) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
• Dealing with the Initial Observation in the LM Unit Root Test (Q2828776) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• MODIFIED KPSS TESTS FOR NEAR INTEGRATION (Q2886947) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• REJOINDER (Q3181941) (← links)
• Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
• UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
• Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
• COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor (Q5895097) (← links)