Pages that link to "Item:Q4651037"

The following pages link to Testing for Trend in the Presence of Autoregressive Error (Q4651037):

Displaying 11 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
• Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
• Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• Evaluation of Linear Trend Tests Using Resampling Techniques (Q3625316) (← links)
• Testing for Trend in the Presence of Autoregressive Error: A Comment (Q4916518) (← links)
• Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)