Pages that link to "Item:Q3535759"
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The following pages link to Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (Q3535759):
Displaying 9 items.
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Semiparametric testing with highly persistent predictors (Q2116343) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES (Q5255873) (← 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)