Pages that link to "Item:Q3157845"
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The following pages link to Unit Root Tests under Time-Varying Variances (Q3157845):
Displaying 21 items.
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- 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)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Spurious regressions driven by excessive volatility (Q427122) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- On the Dickey-Fuller test with white standard errors (Q451360) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
