Pages that link to "Item:Q4530905"
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The following pages link to Trend Function Hypothesis Testing in the Presence of Serial Correlation (Q4530905):
Displayed 44 items.
- Modified tests for a change in persistence (Q135912) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Unit root tests in the presence of uncertainty about the non-stochastic trend (Q1971787) (← links)
- On robust testing for trend (Q2126184) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS (Q3408518) (← links)
- Testing for time series linearity (Q3594916) (← links)
- TESTING FOR TREND (Q3632372) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← 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 (Q5895098) (← links)
- \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables (Q5939960) (← links)