Pages that link to "Item:Q3535755"
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The following pages link to Testing Models of Low-Frequency Variability (Q3535755):
Displayed 18 items.
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- The scale of predictability (Q1739637) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048) (← links)
- UNIT ROOTS IN WHITE NOISE (Q2890701) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- Priors for the Long Run (Q5231487) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
- Ratio tests under limiting normality (Q5860944) (← 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)