Pages that link to "Item:Q1927446"
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The following pages link to Testing stationarity under a permanent variance shift (Q1927446):
Displaying 10 items.
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- The size performance of a nonparametric unit root test under a variance shift (Q2483450) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
