Computation of limiting distributions in stationarity testing with a generic trend (Q2268373): Difference between revisions

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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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+Threshold Autoregression with a Unit Root
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+Q5820676
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing for a unit root in the nonlinear STAR framework
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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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+On the distribution of some test statistics for coefficient constancy
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+Unit roots and smooth transitions
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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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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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+Testing for Deterministic Linear Trend in Time Series
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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 stationarity in series with a shift in the mean. A Fredholm approach
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+Asymmetric adjustment and smooth transitions: a combination of some unit root tests
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+Unit Roots and Asymmetric Smooth Transitions
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+Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients
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+Q5687551
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