Pages that link to "Item:Q5944502"

The following pages link to On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502):

Displayed 11 items.

• Variance ratio tests of the seasonal unit root hypothesis (Q261881) ‎ (← links)
• Bootstrapping the HEGY seasonal unit root tests (Q899519) ‎ (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) ‎ (← links)
• Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) ‎ (← links)
• COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) ‎ (← links)
• Unit Root Tests under Time-Varying Variances (Q3157845) ‎ (← links)
• Inference in Autoregression under Heteroskedasticity (Q3440759) ‎ (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) ‎ (← links)
• ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS (Q4561955) ‎ (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) ‎ (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) ‎ (← links)