Pages that link to "Item:Q1206328"

The following pages link to A simple test for parameter constancy in a nonlinear time series regression model (Q1206328):

Displaying 5 items.

• A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
• Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109) (← links)
• On the power of stationarity tests using optimal bandwidth estimates (Q1350544) (← links)
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
• A parametric stationarity test with smooth breaks (Q2697025) (← links)