Pages that link to "Item:Q4531003"

The following pages link to The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes (Q4531003):

Displayed 9 items.

• The empirical process of autoregressive residuals (Q3161682) ‎ (← links)
• Tests against stationary and explosive alternatives in vector autoregressive models (Q3552831) ‎ (← links)
• ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705) ‎ (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) ‎ (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) ‎ (← links)
• THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) ‎ (← links)
• Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181) ‎ (← links)
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) ‎ (← links)
• Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) ‎ (← links)