Pages that link to "Item:Q4012960"
From MaRDI portal
The following pages link to JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960):
Displaying 9 items.
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- A simple testing procedure for unit root and model specification (Q1659023) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
