Pages that link to "Item:Q2759340"

The following pages link to recursive Mean Adjustment for Unit Root Tests (Q2759340):

Displaying 50 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)
• On the Dickey-Fuller test with white standard errors (Q451360) (← links)
• Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
• Unit root testing (Q862778) (← links)
• A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
• Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
• Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271) (← links)
• Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
• Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• Recursive demeaning and deterministic seasonality (Q1779676) (← links)
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
• A momentum-threshold autoregressive unit root test with increased power (Q1827547) (← links)
• Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
• Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
• Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
• Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
• Comparison of panel unit root tests under cross sectional dependence (Q1928647) (← links)
• Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
• Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Residual-augmented IVX predictive regression (Q2116346) (← links)
• Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
• The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
• Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
• Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
• Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
• Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) (← links)
• A sign test for unit roots in a momentum threshold autoregressive process (Q2493864) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
• The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
• Double unit root tests for cross-sectionally dependent panel data (Q3183852) (← links)
• Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
• The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
• Finite-sample distribution of a recursively mean-adjusted panel data unit root test (Q3446976) (← links)
• Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
• Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
• FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← links)
• Examination of Some More Powerful Modifications of the Dickey–Fuller Test (Q5467607) (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)