Πλοήγηση ανά Θέμα "Unit root"

Αποτελέσματα 1-4 από 4

    • Article  

      The Bierens test for certain nonstationary models 

      Kasparis, Ioannis (2010)
      We adapt the Bierens (1990) test to the I-regular models of Park and Phillips (2001). Bierens (1990) defines the test hypothesis in terms of a conditional moment condition. Under the null hypothesis, the moment condition ...
    • Article  

      Inference for autocorrelations in the possible presence of a unit root 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2004)
      We consider the problem of making inference for the autocorrelations of a time series in the possible presence of a unit root. Even when the underlying series is assumed to be strictly stationary, the robustness against a ...
    • Article  

      Large-sample inference in the general AR(1) model 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      Large-sample inference in the general AR(1) modelAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...