Pages that link to "Item:Q3652618"
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The following pages link to A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618):
Displaying 12 items.
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Powerful nonparametric seasonal unit root tests (Q1787583) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
- Periodic autoregressive models for time series with integrated seasonality (Q5065246) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)
- A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
