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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - 1998
Persistent link: https://www.econbiz.de/10001396969
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - 1997
Persistent link: https://www.econbiz.de/10001372320
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A measure of distance for the unit root hypothesis
Marsh, Patrick W. N. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002689039
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The available information for invariant tests of a unit root
Marsh, Patrick W. N. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002689046
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Goodness of fit tests via exponential series density estimation
Marsh, Patrick W. N. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003050823
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A two-sample non-parametric likelihood ratio test
Marsh, Patrick W. N. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003050834
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Saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N. - 2009
Persistent link: https://www.econbiz.de/10003908647
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Data driven likelihood ratio tests for goodness-to-fit with estimated parameters
Marsh, Patrick W. N. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376024
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Constructing optimal tests on a lagged dependent variable
Marsh, Patrick W. N. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376025
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Some geometry for the maximal invariant in linear regression
Marsh, Patrick (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024350