Pages that link to "Item:Q4531042"

The following pages link to LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (Q4531042):

Displaying 50 items.

• Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Marginal likelihood and unit roots (Q276943) (← links)
• Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
• A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
• Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
• Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
• Jackknife estimation of stationary autoregressive models (Q528128) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Spurious regression (Q609686) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Fractional integration and the volatility of UK interest rates (Q694912) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Unit root testing (Q862778) (← links)
• BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
• Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
• Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
• Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
• The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
• Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
• Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• A Gini-based unit root test (Q1659164) (← links)
• A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
• A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Linear process bootstrap unit root test (Q1726769) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• Covariate unit root tests with good size and power (Q1927093) (← links)
• Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
• On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021) (← links)
• A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806) (← links)
• Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)