Pages that link to "Item:Q291635"
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The following pages link to The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635):
Displaying 12 items.
- Testing for (in)finite moments (Q138542) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Identifying latent factors based on high-frequency data (Q2688663) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
