Pages that link to "Item:Q451288"

The following pages link to Testing for unit roots in time series models with non-stationary volatility (Q451288):

Displaying 48 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
• Spurious regressions driven by excessive volatility (Q427122) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
• Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
• Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
• A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
• Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• On robust testing for trend (Q2126184) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Testing for no-cointegration under time-varying variance (Q2315402) (← links)
• Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← 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)
• Power monotonicity in detecting volatility levels change (Q2446476) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
• Semiparametric cointegrating rank selection (Q3406055) (← links)
• Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)