The following pages link to (Q4124141):
Displaying 50 items.
- Seasonal integration and cointegration (Q106272) (← links)
- Dynamic VAR model-based control charts for batch process monitoring (Q137276) (← links)
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Marginal likelihood and unit roots (Q276943) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Global testing against sparse alternatives in time-frequency analysis (Q309712) (← links)
- Testing the random walk hypothesis: power versus frequency of observation (Q375146) (← links)
- Simultaneous confidence intervals on partial means of classes in the two-stage stratified sampling (Q451447) (← links)
- Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
- The split-BREAK model (Q468012) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- A martingale decomposition of discrete Markov chains (Q529765) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- On estimating critical population size for an endangered species in the presence of environmental stochasticity (Q580238) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Restricted estimation in multivariate measurement error regression model (Q618150) (← links)
- New autoregressive (AR) order selection criteria based on the prediction error estimation (Q635064) (← links)
- Preliminary test estimation for spectra (Q643220) (← links)
- Forecasting in the presence of large shocks (Q671541) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- Testing for periodic integration (Q672884) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- The term structure of interest rates in real and monetary economies (Q673681) (← links)
- 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)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- Rational bubbles. A test (Q690172) (← links)
- On Lagrangian stochastic modelling of material transport in oceanic gyres (Q701503) (← links)
- Estimating the steady-state mean from short transient simulations (Q706919) (← links)
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- A cobweb model with local externalities (Q844614) (← links)
- Unit root testing (Q862778) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Prediction mean square error for non-stationary multivariate time series using estimated parameters (Q899964) (← links)
- A note on the power of least squares tests for a unit root (Q899993) (← links)
- On the specification of Granger-causality tests using the cointegration methodology (Q900027) (← links)
- No unit root conditions for bivariate series when a component univariate series has a unit root (Q900040) (← links)
- Four tests for the random walk hypothesis: power versus robustness (Q902628) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)