Amit Sen

MaRDI QIDQ419265zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A simple unit root testing methodology that does not require knowledge regarding the presence of a break Communications in Statistics. Simulation and Computation	2022-06-28	Paper
A simple testing procedure for unit root and model specification Computational Statistics and Data Analysis	2018-08-15	Paper
Lagrange multiplier unit root test in the presence of a break in the innovation variance Communications in Statistics: Theory and Methods	2018-06-01	Paper
On the asymptotic distribution of a simple unit root test for trending and breaking series Journal of Statistical Planning and Inference	2012-05-18	Paper
Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative Statistics & Probability Letters	2009-03-04	Paper
Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance Journal of Time Series Analysis	2008-06-18	Paper
Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis Statistics & Probability Letters	2008-04-28	Paper
On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance Statistics & Probability Letters	2007-03-12	Paper
Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative Econometrics Journal	2004-03-17	Paper
Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative Statistics & Probability Letters	2002-09-05	Paper
Approximate \(p\)-values of predictive tests for structural stability Economics Letters	1999-06-21	Paper

Research outcomes over time

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