Pages that link to "Item:Q756339"

The following pages link to Limiting power of unit-root tests in time-series regression (Q756339):

Displaying 13 items.

• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• The distribution of the Durbin-Watson statistic in integrated and near-integrated models (Q1318978) (← links)
• Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
• Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
• Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
• ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← links)
• Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783) (← links)
• On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668) (← links)
• Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)