Pages that link to "Item:Q1925883"
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The following pages link to The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883):
Displayed 8 items.
- Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing (Q529834) (← links)
- Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409) (← links)
- Alternative unit root testing strategies using the Fourier approximation (Q2446467) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- Threshold model with a time‐varying threshold based on Fourier approximation (Q5001025) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)