Pages that link to "Item:Q4837794"

The following pages link to RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794):

Displayed 7 items.

• BIC-based unit-root detection: simulation-based evidence (Q864807) ‎ (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) ‎ (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) ‎ (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) ‎ (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) ‎ (← links)
• Implementing unit roost tests in ARMA models of unknown order (Q1880288) ‎ (← links)
• Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) ‎ (← links)