Tests of stationarity against a change in persistence (Q135904): Difference between revisions

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-.1016/j.jeconom.2003.10.028
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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+FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS
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+Tests of stationarity against a change in persistence
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Detection of change in persistence of a linear time series
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+Q3716079
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+Testing for stationarity with a break
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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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+Tests for a change in persistence against the null of difference‐stationarity
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Testing for the Constancy of Parameters Over Time
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+Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+.1016/J.JECONOM.2003.10.028
@@ Property / DOI: 10.1016/J.JECONOM.2003.10.028 / rank @@
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