Pages that link to "Item:Q1391636"
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The following pages link to Level shifts, unit roots and misspecification of the breaking date (Q1391636):
Displayed 7 items.
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380) (← links)
- Testing for a unit root in variables with a double change in the mean (Q2442567) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
