The following pages link to David A. Dickey (Q1121625):
Displaying 18 items.
- Testing for a unit root nonstationarity in multivariate autoregressive time series (Q1121626) (← links)
- Unit root test: An unconditional maximum likelihood approach (Q1577431) (← links)
- Normalizations for periodogram-based unit root tests. (Q1871345) (← links)
- Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
- Seasonal unit root tests in long periodicity cases (Q2511565) (← links)
- (Q2906622) (← links)
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root (Q3048115) (← links)
- Testing for unit roots in autoregressive-moving average models of unknown order (Q3678522) (← links)
- Hypothesis Testing in ARIMA(p, 1, q) Models (Q3690918) (← links)
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (Q3925034) (← links)
- (Q3963856) (← links)
- (Q4217815) (← links)
- RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024) (← links)
- Pfriodograms of unit root time series: distributions and tests (Q4383747) (← links)
- Applied Regression Analysis (Q4391454) (← links)
- (Q4406224) (← links)
- Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (Q4677030) (← links)
- Testing for Unit Roots in Seasonal Time Series (Q5185869) (← links)
