Pages that link to "Item:Q2453085"
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The following pages link to Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085):
Displayed 8 items.
- Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← 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)