Pages that link to "Item:Q806872"

The following pages link to Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872):

Displaying 38 items.

• Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
• Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
• Marginal likelihood and unit roots (Q276943) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
• A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
• Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
• GLS detrending and unit root testing (Q1934175) (← links)
• Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
• Generalized least squares transformation and estimation with autoregressive error (Q2479334) (← links)
• UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
• THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
• Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
• WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
• THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) (← links)
• IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
• Ratio tests of a unit root (Q4541678) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
• Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
• Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)
• Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422) (← links)
• COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor (Q5895096) (← links)