Pages that link to "Item:Q3157845"
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The following pages link to Unit Root Tests under Time-Varying Variances (Q3157845):
Displaying 50 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)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Testing for causality in variance under nonstationarity in variance (Q1934163) (← links)
- Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Nonparametric regression with rescaled time series errors (Q2852596) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- A Simple Heteroscedasticity Removing Filter (Q2903818) (← links)
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
