Pages that link to "Item:Q3574732"
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The following pages link to Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components (Q3574732):
Displaying 3 items.
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
