Pages that link to "Item:Q3787332"

The following pages link to Testing for a unit root in time series regression (Q3787332):

Displaying 50 items.

• Tests of stationarity against a change in persistence (Q135904) (← links)
• Modified tests for a change in persistence (Q135912) (← links)
• On tests for changes in persistence (Q135925) (← links)
• The fragility of the KPSS stationarity test (Q257549) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Structural breaks with deterministic and stochastic trends (Q265106) (← links)
• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Unit root testing via the stationary bootstrap (Q275254) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions (Q290955) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
• A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
• A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy (Q481838) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
• Ratio-based estimators for a change point in persistence (Q528070) (← links)
• Rank tests for short memory stationarity (Q528124) (← links)
• A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
• Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Spurious regression (Q609686) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Structural changes and unit roots in non-stationary time series (Q643410) (← links)
• Disequilibrium and uncertainty in cointegrated systems (Q672564) (← links)
• A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← 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)
• Stochastic linear trends. Models and estimators (Q685909) (← links)
• Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
• Rational bubbles. A test (Q690172) (← links)
• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• A new approach to estimating value-income ratios with income growth and time-varying yields (Q726246) (← links)
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
• A chi-square test for a unit root (Q756896) (← links)
• Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
• Market risk and Bitcoin returns (Q827254) (← links)
• Modelling interstate tourism demand in Australia: A cointegration approach (Q834287) (← links)