Pages that link to "Item:Q4021483"

The following pages link to Trends and Random Walks in Macroeconomic Time Series: A Re-Examination (Q4021483):

Displaying 8 items.

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
• The KPSS stationarity test as a unit root test (Q1194710) (← links)
• Aggregate output dynamics in the twentieth century (Q1327985) (← links)
• Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
• Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
• Estimating and testing rational expectations models when the trend specification is uncertain. (Q5958097) (← links)