STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445): Difference between revisions

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+Testing for a unit root in the presence of a variance shift
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+A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION  CONSISTENT COVARIANCE MATRIX ESTIMATORS
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+Unit Root Tests under Time-Varying Variances
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+Testing stationarity under a permanent variance shift
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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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+Time Series Regression with a Unit Root
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+Long-Term Memory in Stock Market Prices
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Unit root tests with a break in innovation variance.
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+Testing for structural change in conditional models
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative
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