Pages that link to "Item:Q3652626"

The following pages link to GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626):

Displaying 31 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)
• Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• A simple testing procedure for unit root and model specification (Q1659023) (← links)
• Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
• Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← 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)
• How should central banks respond to non-neutral inflation expectations? (Q2416312) (← links)
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
• A parametric stationarity test with smooth breaks (Q2697025) (← 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)
• A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
• Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
• On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← 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 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)
• A new nonlinear unit root test with Fourier function (Q5087978) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
• Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)