Pages that link to "Item:Q761000"
From MaRDI portal
The following pages link to Testing the autoregressive parameter with the t statistic (Q761000):
Displaying 17 items.
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Testing the random walk hypothesis: power versus frequency of observation (Q375146) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Unit root testing (Q862778) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
- Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- Bootstrap hypothesis testing in regression models (Q2573259) (← links)
- Papers with John (Q3192397) (← links)
- On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)
