Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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Publication:5288916
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(25)- A sieve bootstrap test for stationarity.
- Optimal tests against the alternative hypothesis of panel unit roots
- A residual-based test of the null of cointegration in panel data
- Semiparametrically point-optimal hybrid rank tests for unit roots
- Some results on testing for stationarity using data detrended in differences
- Some limit theory for autocovariances whose order depends on sample size
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
- Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
- Stationarity against integration in the autoregressive process with polynomial trend
- A comparison of two modified stationarity tests. A Monte Carlo study
- Testing for stationarity in series with a shift in the mean. A Fredholm approach
- A likelihood ratio type test for invertibility in moving average processes
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy
- TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION
- Reducing the size distortion of the KPSS test
- The fragility of the KPSS stationarity test
- ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
- Deciding between I(1) and I(0)
- Testing the null of stationarity for multiple time series
- ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES
- TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
- Testing for \(r\) versus \(r-1\) cointegrating vectors
- Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
- scientific article; zbMATH DE number 7578299 (Why is no real title available?)
- Tests for the order of integration against higher order integration
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