Pages that link to "Item:Q1347098"
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The following pages link to An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098):
Displaying 16 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- The finite-sample performance of robust unit root tests (Q1880326) (← links)
- Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
- New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
- A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- Asymptotic robustness of least median of squares for autoregressions with additive outliers (Q4269967) (← links)
- <i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
