Pages that link to "Item:Q3157845"
From MaRDI portal
The following pages link to Unit Root Tests under Time-Varying Variances (Q3157845):
Displayed 6 items.
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)