The following pages link to Linearity tests and stationarity (Q3156186):
Displayed 5 items.
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES (Q3181944) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)