Pages that link to "Item:Q1868973"
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The following pages link to Testing for a unit root in the nonlinear STAR framework (Q1868973):
Displayed 40 items.
- On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
- The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883) (← links)
- Are Asian real exchange rates stationary? (Q1927504) (← links)
- The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
- Time series test of nonlinear convergence and transitional dynamics (Q1934880) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Weak identification in the ESTAR model and a new model (Q2852497) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
- How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? (Q3102871) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Linearity tests and stationarity (Q3156186) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES (Q3181944) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
- ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
- THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS (Q3393946) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- Testing for time series linearity (Q3594916) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)