Pages that link to "Item:Q806888"
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The following pages link to Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888):
Displaying 5 items.
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← 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)
- Linear process bootstrap unit root test (Q1726769) (← links)
- On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
