The following pages link to Testing for time series linearity (Q3594916):
Displayed 7 items.
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)