Pages that link to "Item:Q870320"
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The following pages link to On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320):
Displaying 3 items.
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
