The following pages link to Amit Sen (Q419265):
Displayed 11 items.
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- A simple testing procedure for unit root and model specification (Q1659023) (← links)
- Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) (← links)
- Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)