Pages that link to "Item:Q301954"
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The following pages link to Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954):
Displayed 11 items.
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)