Pages that link to "Item:Q1929806"

The following pages link to A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806):

Displaying 40 items.

• A new approach to unit root testing (Q604918) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956) (← links)
• Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175) (← links)
• GLS-based unit root tests for bounded processes (Q2442390) (← links)
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
• Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Bounds, Breaks and Unit Root Tests (Q2789387) (← links)
• A simple solution for spurious regressions (Q2830774) (← links)
• WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• REJOINDER (Q3181941) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
• SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
• Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
• Wavelet energy ratio unit root tests (Q5860909) (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (Q5864351) (← links)
• A note on change in persistence of U.S. city prices (Q6039106) (← links)
• A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)