Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726): Difference between revisions

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+GLS detrending, efficient unit root tests and structural change.
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+Efficient Tests for an Autoregressive Unit Root
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Testing for a unit root in time series regression
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Time Series Regression with a Unit Root
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+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
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+Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Further evidence on breaking trend functions in macroeconomic variables
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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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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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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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