Pages that link to "Item:Q4439305"
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The following pages link to Asymptotics for unit root tests under Markov regime‐switching (Q4439305):
Displayed 7 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Testing stationarity under a permanent variance shift (Q1927446) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)