Pages that link to "Item:Q1858958"
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The following pages link to Unit root tests with a break in innovation variance. (Q1858958):
Displayed 19 items.
- Spurious regression (Q609686) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← 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)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← 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)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← 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)