Pages that link to "Item:Q4449532"
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The following pages link to ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532):
Displayed 21 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS (Q3168870) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)