Pages that link to "Item:Q1858958"

The following pages link to Unit root tests with a break in innovation variance. (Q1858958):

Displaying 49 items.

• Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← 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)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← 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)
• 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)
• 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)
• 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)
• Structural breaks in time series (Q2852477) (← links)
• A Simple Heteroscedasticity Removing Filter (Q2903818) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← 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)
• 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)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• (Q5157683) (← links)
• A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← 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)
• 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)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• Are DeFi tokens a separate asset class from conventional cryptocurrencies? (Q6103199) (← links)