Pages that link to "Item:Q291854"
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The following pages link to Minimizing the impact of the initial condition on testing for unit roots (Q291854):
Displayed 14 items.
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Dealing with the Initial Observation in the LM Unit Root Test (Q2828776) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- MODIFIED KPSS TESTS FOR NEAR INTEGRATION (Q2886947) (← links)
- The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
- REJOINDER (Q3181941) (← links)
- Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
- Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor (Q5895097) (← links)