Pages that link to "Item:Q3411052"

The following pages link to A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052):

Displaying 23 items.

• Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing (Q529834) (← links)
• Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409) (← links)
• The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883) (← links)
• Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
• Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Grain prices, oil prices, and multiple smooth breaks in a VAR (Q2691667) (← links)
• Flexible Fourier form for volatility breaks (Q2691729) (← links)
• A parametric stationarity test with smooth breaks (Q2697025) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
• Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
• Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
• On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
• Estimating structural credit risk models when market prices are contaminated with noise (Q4628717) (← links)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• Threshold model with a time‐varying threshold based on Fourier approximation (Q5001025) (← links)
• Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
• A new nonlinear unit root test with Fourier function (Q5087978) (← links)
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
• On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)
• Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
• High dimensional threshold model with a time-varying threshold based on Fourier approximation (Q6645227) (← links)