Pages that link to "Item:Q1867712"
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The following pages link to Testing for stationarity with a break (Q1867712):
Displayed 13 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
- R/S-bootstrapping test for fractional integration (Q5086300) (← links)
- Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947) (← links)