Pages that link to "Item:Q3608199"
From MaRDI portal
The following pages link to Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199):
Displaying 20 items.
- On the online estimation of local constant volatilities (Q76074) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- A Note on Testing Covariance Stationarity (Q3183726) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
