Pages that link to "Item:Q3690918"

The following pages link to Hypothesis Testing in ARIMA(p, 1, q) Models (Q3690918):

Displayed 32 items.

• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) ‎ (← links)
• Unit-roots test for time-series data with a linear time trend (Q809530) ‎ (← links)
• Unit root testing (Q862778) ‎ (← links)
• Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) ‎ (← links)
• On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) ‎ (← links)
• Two limit theorems on ARIMA models (Q1118905) ‎ (← links)
• Identification and hypothesis testing on ARIMA (p,d,q) models (Q1122913) ‎ (← links)
• Testing for a unit root in the presence of a variance shift (Q1127407) ‎ (← links)
• Unit root tests for time series with outliers (Q1129416) ‎ (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) ‎ (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) ‎ (← links)
• Testing for a unit root by frequency domain regression (Q1314478) ‎ (← links)
• Testing for a unit root in autoregressive processes with systematic but incomplete sampling (Q1314704) ‎ (← links)
• A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise (Q1314708) ‎ (← links)
• Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) ‎ (← links)
• Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) ‎ (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) ‎ (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) ‎ (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) ‎ (← links)
• On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) ‎ (← links)
• On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) ‎ (← links)
• Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) ‎ (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) ‎ (← links)
• JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) ‎ (← links)
• Asset prices and the fundamentals: a Q test (Q4304472) ‎ (← links)
• ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (Q4354737) ‎ (← links)
• Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) ‎ (← links)
• Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) ‎ (← links)
• RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794) ‎ (← links)
• Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674) ‎ (← links)
• TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) ‎ (← links)
• Testing a Unit Root Based on Aggregate Time Series (Q5457983) ‎ (← links)