Pages that link to "Item:Q3168911"
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The following pages link to Testing for a unit root in a stationary ESTAR process (Q3168911):
Displayed 7 items.
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)