Pages that link to "Item:Q1305655"

The following pages link to Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655):

Displayed 36 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) ‎ (← links)
• Selection of the break in the Perron-type tests (Q265103) ‎ (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) ‎ (← links)
• Spurious regression (Q609686) ‎ (← links)
• Unit root testing (Q862778) ‎ (← links)
• Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) ‎ (← links)
• Fuzzy modelling and estimation of economic relationships (Q1010375) ‎ (← links)
• Strong rules for detecting the number of breaks in a time series (Q1414624) ‎ (← links)
• Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) ‎ (← links)
• Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) ‎ (← links)
• The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) ‎ (← links)
• On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) ‎ (← links)
• On the finite-sample size distortion of smooth transition unit root tests (Q1767755) ‎ (← links)
• Unit root tests with a break in innovation variance. (Q1858958) ‎ (← links)
• Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) ‎ (← links)
• Properties of recursive trend-adjusted unit root tests (Q1929125) ‎ (← links)
• On the end-point issue in unit root tests in the presence of a structural break. (Q1978720) ‎ (← links)
• Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) ‎ (← links)
• Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) ‎ (← links)
• Testing for cointegration in the presence of mis-specified structural change (Q2497796) ‎ (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) ‎ (← links)
• THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT (Q2886963) ‎ (← links)
• The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) ‎ (← links)
• Unit Root Tests under Time-Varying Variances (Q3157845) ‎ (← links)
• Unit root tests and dramatic shifts with infinite variance processes (Q3184468) ‎ (← links)
• On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) ‎ (← links)
• How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) ‎ (← links)
• Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) ‎ (← links)
• Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) ‎ (← links)
• THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) ‎ (← links)
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) ‎ (← links)
• Asymptotics for unit root tests under Markov regime‐switching (Q4439305) ‎ (← links)
• Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857) ‎ (← links)
• Seasonal Unit Root Tests Under Structural Breaks* (Q4828169) ‎ (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) ‎ (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) ‎ (← links)