Pages that link to "Item:Q4299466"
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The following pages link to Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466):
Displaying 9 items.
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
- Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134) (← links)
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
