The following pages link to Marginal likelihood and unit roots (Q276943):
Displaying 8 items.
- Bootstrap point optimal unit root tests (Q1695567) (← links)
- The restricted likelihood ratio test at the boundary in autoregressive series (Q3077666) (← links)
- SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
- Likelihood functions for state space models with diffuse initial conditions (Q3103195) (← links)
- Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783) (← links)
- BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach (Q5860926) (← links)
- COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor (Q5895096) (← links)
