Pages that link to "Item:Q1810676"

The following pages link to GLS detrending, efficient unit root tests and structural change. (Q1810676):

Displaying 29 items.

• Unit root testing under a local break in trend (Q738141) (← links)
• Is there a permanent component in US real GDP (Q1606432) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• GLS-based unit root tests for bounded processes (Q2442390) (← links)
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
• A parametric stationarity test with smooth breaks (Q2697025) (← 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)
• TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
• Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
• Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• ON THE STRUCTURAL CHANGE OF THE LEE-CARTER MODEL AND ITS ACTUARIAL APPLICATION (Q5205251) (← links)
• TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
• Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
• Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)
• More powerful modifications of unit root tests allowing structural change (Q5717563) (← links)
• On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)