Pages that link to "Item:Q3409058"
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The following pages link to ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058):
Displaying 7 items.
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test (Q5107751) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
