Pages that link to "Item:Q1848019"

The following pages link to Unit root testing in the presence of innovation variance breaks: a simple solution with increased power (Q1848019):

Displayed 2 items.

• Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) ‎ (← links)
• The robustness of modified unit root tests in the presence of GARCH (Q3437390) ‎ (← links)