Pages that link to "Item:Q2442567"

The following pages link to Testing for a unit root in variables with a double change in the mean (Q2442567):

Displaying 16 items.

• Selection of the break in the Perron-type tests (Q265103) (← links)
• Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
• GLS-detrending and regime-wise stationarity testing in small samples (Q1046223) (← links)
• Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
• Unit roots and structural breaks in OECD unemployment (Q1606355) (← links)
• An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
• Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) (← links)
• On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience (Q2292728) (← links)
• Bounds, Breaks and Unit Root Tests (Q2789387) (← links)
• TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
• Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805) (← links)
• Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)