Pages that link to "Item:Q4258765"
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The following pages link to On the Size Properties of Phillips-Perron Tests (Q4258765):
Displaying 5 items.
- Linear process bootstrap unit root test (Q1726769) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- A Sieve Bootstrap For The Test Of A Unit Root (Q4455657) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)