Robust Sign Test for the Unit Root Hypothesis of Autoregression
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Recommendations
- Robustness of sign tests in autoregression
- Robust unit root tests with autoregressive errors
- A robust sign test for panel unit roots under cross sectional dependence
- Robustness of sign tests for testing hypotheses about order of autoregression
- Robust Rank Tests of the Unit Root Hypothesis
- A sign test for unit roots in a momentum threshold autoregressive process
- A robust and practical method of unit root tests
- Efficient Tests for an Autoregressive Unit Root
Cites work
- scientific article; zbMATH DE number 1024381 (Why is no real title available?)
- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- Asymptotic inference for nearly nonstationary AR(1) processes
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Influence functionals for time series (with discussion)
- Local robustness of sign tests in AR(1) against outliers
- Qualitative robustness of rank tests
- Robustness of sign tests for testing hypotheses about order of autoregression
- Sign tests in the simplest auto-regression with coefficient from $ \mathbb{R}^1$
- The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model
- Weighted Dickey-Fuller processes for detecting stationarity
Cited in
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