Pages that link to "Item:Q1127407"
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The following pages link to Testing for a unit root in the presence of a variance shift (Q1127407):
Displayed 38 items.
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Spurious regression (Q609686) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- A simple nonstationary-volatility robust panel unit root test (Q1925842) (← links)
- Testing stationarity under a permanent variance shift (Q1927446) (← links)
- Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- The size performance of a nonparametric unit root test under a variance shift (Q2483450) (← links)
- Testing for cointegration in the presence of mis-specified structural change (Q2497796) (← links)
- A Simple Heteroscedasticity Removing Filter (Q2903818) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)