Pages that link to "Item:Q1962152"
From MaRDI portal
The following pages link to The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152):
Displaying 9 items.
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Spurious regression (Q609686) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)