Tests of strict stationarity based on quantile indicators (Q3103198): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2010.00676.x
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+W1571239043
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+STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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+A robust version of the KPSS test based on indicators
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+Q4839921
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+Testing for a slowly changing level with special reference to stochastic volatility
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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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+The quantilogram: with an application to evaluating directional predictability
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+Asymmetric Least Squares Estimation and Testing
@@ Property / cites work: Asymmetric Least Squares Estimation and Testing / rank @@
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+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
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+TESTS OF COMMON STOCHASTIC TRENDS
@@ Property / cites work: TESTS OF COMMON STOCHASTIC TRENDS / rank @@
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+Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
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