Pages that link to "Item:Q301954"

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):

Displaying 35 items.

• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• Detecting big structural breaks in large factor models (Q469568) (← links)
• 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)
• Unit root testing under a local break in trend (Q738141) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
• Do TFP and the relative price of investment share a common I(1) component? (Q1994606) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
• How should central banks respond to non-neutral inflation expectations? (Q2416312) (← links)
• Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← 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)
• A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← 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 Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← 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)
• On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
• Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes (Q5049446) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
• A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)