Pages that link to "Item:Q1810677"
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The following pages link to An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677):
Displaying 7 items.
- An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
- Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- A sign test for unit roots in a momentum threshold autoregressive process (Q2493864) (← links)