Pages that link to "Item:Q675678"

The following pages link to Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678):

Displaying 50 items.

• Tests of stationarity against a change in persistence (Q135904) (← links)
• Modified tests for a change in persistence (Q135912) (← links)
• On tests for changes in persistence (Q135925) (← links)
• The double-gap life expectancy forecasting model (Q149471) (← links)
• The fragility of the KPSS stationarity test (Q257549) (← links)
• Fréchet differentiability in statistical inference for time series (Q257586) (← links)
• Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
• Testing the nominal-to-real transformation (Q261895) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Resampling methods in econometrics (Q275241) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• A robust version of the KPSS test based on indicators (Q276913) (← links)
• A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
• Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
• A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
• Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
• A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
• The market impact of a limit order (Q433360) (← links)
• A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
• A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy (Q481838) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
• Long-memory exchange rate dynamics in the Euro era (Q508201) (← links)
• Robust inference in nonstationary time series models (Q527996) (← links)
• Rank tests for short memory stationarity (Q528124) (← links)
• Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
• Spurious regression (Q609686) (← links)
• The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
• Demand shocks and trade balance dynamics (Q638016) (← links)
• Structural changes and unit roots in non-stationary time series (Q643410) (← links)
• A long memory model with normal mixture GARCH (Q656952) (← links)
• Detecting changes from short to long memory (Q657089) (← links)
• What do interest rates reveal about the functioning of real business cycle models ? (Q671549) (← links)
• Fractional integration and the volatility of UK interest rates (Q694912) (← links)
• Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
• A wavelet-based approach for modelling exchange rates (Q719004) (← links)
• A new approach to estimating value-income ratios with income growth and time-varying yields (Q726246) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• Response surface estimates of the LM unit root tests (Q777690) (← links)
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
• Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)