Pages that link to "Item:Q5437904"
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The following pages link to Efficient Wald Tests for Fractional Unit Roots (Q5437904):
Displayed 22 items.
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
- Power comparison among tests for fractional unit roots (Q1934727) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
- (Q2971501) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Fractional differencing in discrete time (Q5746753) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)