Pages that link to "Item:Q738141"
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The following pages link to Unit root testing under a local break in trend (Q738141):
Displaying 6 items.
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
