Pages that link to "Item:Q1868973"

The following pages link to Testing for a unit root in the nonlinear STAR framework (Q1868973):

Displaying 50 items.

• Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
• A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
• Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
• A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
• A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
• Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
• Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
• The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883) (← links)
• Are Asian real exchange rates stationary? (Q1927504) (← links)
• The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
• Time series test of nonlinear convergence and transitional dynamics (Q1934880) (← links)
• Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
• A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
• Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
• An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
• Unit root tests for ESTAR models (Q2320866) (← links)
• The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
• Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
• Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
• Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
• TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS (Q2812318) (← links)
• Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
• Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
• Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Weak identification in the ESTAR model and a new model (Q2852497) (← links)
• Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
• OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
• How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? (Q3102871) (← links)
• ADL tests for threshold cointegration (Q3103180) (← links)
• Linearity tests and stationarity (Q3156186) (← links)
• Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
• CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES (Q3181944) (← links)
• Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
• Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
• On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
• ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
• THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS (Q3393946) (← links)
• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
• Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)