The following pages link to Diego Lubian (Q257548):
Displayed 10 items.
- The fragility of the KPSS stationarity test (Q257549) (← links)
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (Q3368337) (← links)
- Local Asymptotic Distributions of Stationarity Tests (Q3411049) (← links)
- Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348) (← links)
- Spurious regressions between I(1) processes with long memory errors (Q4351574) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- Long-Memory Errors in Time Series Regressions with a Unit Root (Q4939818) (← links)