Pages that link to "Item:Q1342771"

The following pages link to Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771):

Displaying 9 items.

• On the Dickey-Fuller test with white standard errors (Q451360) (← links)
• Lack of fit test for long memory regression models (Q779683) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
• Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
• On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
• Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
• A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)