Pages that link to "Item:Q899519"

The following pages link to Bootstrapping the HEGY seasonal unit root tests (Q899519):

Displaying 10 items.

• Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
• Using the HEGY Procedure When Not All Roots Are Present (Q3505337) (← links)
• REGRESSION-BASED SEASONAL UNIT ROOT TESTS (Q3632432) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)