Further evidence on breaking trend functions in macroeconomic variables (Q1371377): Difference between revisions

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+Q4606219
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+Q5560061
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+Time series: theory and methods.
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Residual-based tests for cointegration in models with regime shifts
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Q4177788
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Q3713481
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+Testing for unit roots in autoregressive-moving average models of unknown order
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