Pages that link to "Item:Q4836989"

The following pages link to Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989):

Displayed 50 items.

• Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) ‎ (← links)
• The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) ‎ (← links)
• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) ‎ (← links)
• Unit root testing (Q862778) ‎ (← links)
• BIC-based unit-root detection: simulation-based evidence (Q864807) ‎ (← links)
• Joint detection of unit roots and cointegration: data-based simulation (Q883241) ‎ (← links)
• Sample size, lag order and critical values of seasonal unit root tests (Q959358) ‎ (← links)
• The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) ‎ (← links)
• The power of the ADF test (Q1127368) ‎ (← links)
• Long-run equilibrium real exchange rates and oil prices (Q1129169) ‎ (← links)
• Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) ‎ (← links)
• Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) ‎ (← links)
• On the power of stationarity tests using optimal bandwidth estimates (Q1350544) ‎ (← links)
• Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) ‎ (← links)
• Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) ‎ (← links)
• Further evidence on breaking trend functions in macroeconomic variables (Q1371377) ‎ (← links)
• Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) ‎ (← links)
• Testing cointegration in infinite order vector autoregressive processes (Q1372924) ‎ (← links)
• Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) ‎ (← links)
• Unit root and stationarity tests' wedding (Q1589594) ‎ (← links)
• Unit roots and structural breaks in OECD unemployment (Q1606355) ‎ (← links)
• Mean reversion of the current account: Evidence from the panel data unit-root test (Q1606424) ‎ (← links)
• New evidence on international R\&D spillovers, human capital and productivity in the OECD (Q1614810) ‎ (← links)
• On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) ‎ (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) ‎ (← links)
• Testing for unit roots in heterogeneous panels. (Q1810678) ‎ (← links)
• Nonlinear mean reversion in real exchange rates. (Q1852951) ‎ (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) ‎ (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) ‎ (← links)
• The effect of linear filters on dynamic time series with structural change (Q1906288) ‎ (← links)
• Testing for structural breaks in cointegrated relationships (Q1915456) ‎ (← links)
• Covariate unit root tests with good size and power (Q1927093) ‎ (← links)
• A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) ‎ (← links)
• Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) ‎ (← links)
• The stationarity of consumption-income ratios: evidence from minimum LM unit root testing (Q1928657) ‎ (← links)
• A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (Q1928702) ‎ (← links)
• Persistence change tests and shifting stable autoregressions (Q1929075) ‎ (← links)
• Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) ‎ (← links)
• Unit-root detection allowing for measurement error (Q2573261) ‎ (← links)
• Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) ‎ (← links)
• A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) ‎ (← links)
• TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) ‎ (← links)
• Controlling Energy Utilisation at Reheat Furnace Using Time Series Model (Q2915323) ‎ (← links)
• Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) ‎ (← links)
• A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) ‎ (← links)
• A Panel Unit Root Test with Good Power in Small Samples (Q3183722) ‎ (← links)
• THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS (Q3393946) ‎ (← links)
• Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) ‎ (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) ‎ (← links)
• UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) ‎ (← links)