The following pages link to Linearity tests and stationarity (Q3156186):
Displayed 11 items.
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES (Q3181944) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)