Pages that link to "Item:Q5220925"
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The following pages link to Improved autoregressive forecasts in the presence of non-normal errors (Q5220925):
Displayed 3 items.
- RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis (Q2691689) (← links)
- Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
- Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)