Pages that link to "Item:Q1927093"
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The following pages link to Covariate unit root tests with good size and power (Q1927093):
Displayed 3 items.
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)