Pages that link to "Item:Q301954"
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The following pages link to Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954):
Displayed 19 items.
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)