Pages that link to "Item:Q375146"

The following pages link to Testing the random walk hypothesis: power versus frequency of observation (Q375146):

Displaying 29 items.

• Monitoring disruptions in financial markets (Q291846) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• Testing for cointegration: Power versus frequency of observation--another view (Q672559) (← links)
• Panel unit root tests and real exchange rates (Q672760) (← links)
• The dynamics of speculative behaviour (Q684761) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• Asymmetric information in fads models (Q854270) (← links)
• Unit root testing (Q862778) (← links)
• Sampling at different frequencies, and the power of panel unit root tests (Q1038092) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
• The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
• A simple multiple variance ratio test (Q1260679) (← links)
• Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
• Testing for unit roots in flow data sampled at different frequencies (Q1352140) (← links)
• Using stochastic growth models to understand unit roots and breaking trends (Q1391259) (← links)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
• Mean reversion of the current account: Evidence from the panel data unit-root test (Q1606424) (← links)
• Effects of data aggregation on the power of tests for a unit root. A simulation study (Q1802083) (← links)
• Time aggregation and skip sampling in cointegration tests. (Q1815626) (← links)
• Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317) (← links)
• Quantum walks via quantum cellular automata (Q1991003) (← links)
• Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
• Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
• Forecasting performance of exponential smooth transition autoregressive exchange rate models (Q2432091) (← links)
• TEMPORAL AGGREGATION AND TESTING FOR TIMBER PRICE BEHAVIOR (Q5697230) (← links)
• Testing for exuberance in house prices using data sampled at different frequencies (Q6039109) (← links)