Pages that link to "Item:Q1868973"
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The following pages link to Testing for a unit root in the nonlinear STAR framework (Q1868973):
Displaying 14 items.
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
- A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
- Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
