Recursive mean adjustment and tests for nonstationarities
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Publication:5958451
DOI10.1016/S0165-1765(01)00598-5zbMath1003.91019MaRDI QIDQ5958451
No author found.
Publication date: 3 March 2002
Published in: Economics Letters (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82) Social choice (91B14)
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Cites Work
- Estimation for autoregressive processes with unit roots
- Recursive mean adjustment in time-series inferences
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
- Alternative methods of detrending and the power of unit root tests
- recursive Mean Adjustment for Unit Root Tests
- Threshold Autoregression with a Unit Root
- Efficient Tests for an Autoregressive Unit Root
