Pages that link to "Item:Q2859535"
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The following pages link to Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis (Q2859535):
Displaying 8 items.
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- Interest rate pass-through: a nonlinear vector error-correction approach (Q2691725) (← links)
- Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
- On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
