Pages that link to "Item:Q1871315"
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The following pages link to Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315):
Displaying 9 items.
- Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
- On the finite-sample size distortion of smooth transition unit root tests (Q1767755) (← links)
- Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
- Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
- Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) (← links)
- The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857) (← links)
- Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)
