Pages that link to "Item:Q4006272"
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The following pages link to Integration Versus Trend Stationary in Time Series (Q4006272):
Displayed 27 items.
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- A modification of the Schmidt-Phillips unit root test (Q1189336) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- Is there a unit root in U.S. real GNP? (Q1327987) (← links)
- Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis (Q1347092) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Business cycle analysis without much theory: A look at structural VARs (Q1377305) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Unit root tests in the presence of uncertainty about the non-stochastic trend (Q1971787) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Reconsidering the international comovement of inflation (Q2416093) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963) (← links)
- Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
- Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices (Q3192406) (← links)
- Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
- Conditional Information in Projections of Gaussian Vectors (Q3622051) (← links)
- RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529) (← links)
- (Q5101818) (← links)
- A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)