Pages that link to "Item:Q3652626"
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The following pages link to GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626):
Displayed 13 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)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← 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)
- A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
- Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
- On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← 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)