Pages that link to "Item:Q1022006"
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The following pages link to Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006):
Displaying 4 items.
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
- Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)
