Pages that link to "Item:Q5472986"

The following pages link to Tests for Unit Roots and the Initial Condition (Q5472986):

Displaying 50 items.

• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Marginal likelihood and unit roots (Q276943) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
• Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Initial conditions and stationarity tests (Q1046303) (← links)
• A Gini-based unit root test (Q1659164) (← links)
• A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• The impact of the initial condition on covariate augmented unit root tests (Q1695682) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• Asymptotic behaviour of tests for a unit root against an explosive alternative (Q2016008) (← links)
• Semiparametric testing with highly persistent predictors (Q2116343) (← links)
• Cointegration in large VARs (Q2148991) (← links)
• Testing for a trend with persistent errors (Q2224883) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
• Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
• Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
• Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Dealing with the Initial Observation in the LM Unit Root Test (Q2828776) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
• MODIFIED KPSS TESTS FOR NEAR INTEGRATION (Q2886947) (← links)
• THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963) (← links)
• TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
• On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
• On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
• Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
• Power of a Unit-Root Test and the Initial Condition (Q3440766) (← links)
• Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
• BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
• Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652) (← links)