Pages that link to "Item:Q527989"

The following pages link to Robustifying multivariate trend tests to nonstationary volatility (Q527989):

Displaying 9 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• On robust testing for trend (Q2126184) (← links)
• Power monotonicity in detecting volatility levels change (Q2446476) (← links)
• Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
• The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)