Pages that link to "Item:Q3422396"
From MaRDI portal
The following pages link to Optimal Fractional Dickey–Fuller tests (Q3422396):
Displayed 7 items.
- Power comparison among tests for fractional unit roots (Q1934727) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)