Pages that link to "Item:Q1410564"

The following pages link to Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564):

Displaying 9 items.

• Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
• A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
• The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach (Q3171925) (← links)
• A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
• The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
• Seasonal Unit Root Tests Under Structural Breaks* (Q4828169) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)