Pages that link to "Item:Q809530"
From MaRDI portal
The following pages link to Unit-roots test for time-series data with a linear time trend (Q809530):
Displaying 4 items.
- Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
