Bounded integrated processes and unit root tests
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- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- scientific article; zbMATH DE number 942202 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A floor and ceiling model of US output
- A functional central limit theorem for weakly dependent sequences of random variables
- Asymptotic inference for nearly nonstationary AR(1) processes
- Asymptotics for linear processes
- Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Efficient Tests for an Autoregressive Unit Root
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Long-Term Memory in Stock Market Prices
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- Testing for a unit root in time series regression
- 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?
- Testing the unit root hypothesis using generalized range statistics
- Time Series Regression with a Unit Root
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