Pages that link to "Item:Q4364919"

The following pages link to Miscellanea. Bartlett correction of the unit root test in autoregressive models (Q4364919):

Displaying 13 items.

• Jackknife estimation with a unit root (Q383929) (← links)
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
• Bartlett corrections in cointegration testing (Q1960594) (← links)
• Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
• The empirical process of autoregressive residuals (Q3161682) (← links)
• BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)
• On bartlett and bartlett-type corrections francisco cribari-neto (Q4355150) (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS (Q4540662) (← links)
• Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
• Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)