Pages that link to "Item:Q3181939"

The following pages link to UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939):

Displaying 45 items.

• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
• Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• A Gini-based unit root test (Q1659164) (← links)
• A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• The impact of the initial condition on covariate augmented unit root tests (Q1695682) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• Asymptotic behaviour of tests for a unit root against an explosive alternative (Q2016008) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Cointegration in large VARs (Q2148991) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
• Alternative unit root testing strategies using the Fourier approximation (Q2446467) (← links)
• Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
• A random forest-based approach to combining and ranking seasonality tests (Q2694019) (← links)
• Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
• Dealing with the Initial Observation in the LM Unit Root Test (Q2828776) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• Combining non-cointegration tests (Q2852482) (← links)
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
• THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) (← links)
• UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
• Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
• Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← 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)
• Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
• The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
• Testing explosive bubbles with time-varying volatility (Q5860962) (← links)
• Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
• Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
• Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)