Pages that link to "Item:Q3313147"
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The following pages link to Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model (Q3313147):
Displayed 38 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- The fragility of the KPSS stationarity test (Q257549) (← links)
- Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
- Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance (Q613742) (← links)
- Tests of multinormality based on location vectors and scatter matrices (Q635897) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Testing a null variance ratio in mixed models with zero degrees of freedom for error (Q956977) (← links)
- Initial conditions and stationarity tests (Q1046303) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Bayesian Monte Carlo testing with one-dimensional measures of evidence (Q1715820) (← links)
- Multivariate nonparametric tests in a randomized complete block design (Q1810710) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- TESTING FOR TREND (Q3632372) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- Tests for a change in persistence against the null of difference‐stationarity (Q4458358) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
- (Q5077814) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS (Q5243486) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
- Invariant tests for covariance structures in multivariate linear model (Q5933449) (← links)