The following pages link to UNIT ROOT TESTS WITH WAVELETS (Q4933581):
Displaying 22 items.
- Multi-scale tests for serial correlation (Q473345) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- On the cyclicity of regional house prices: new evidence for U.S. metropolitan statistical areas (Q1655652) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
- Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (Q2691708) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (Q2697033) (← links)
- A wavelet-based variance ratio unit root test for a system of equations (Q2697085) (← links)
- Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- Errors-in-variables estimation with wavelets (Q5300753) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- The adaptive Fourier decomposition for financial time series (Q6044011) (← links)
