Pages that link to "Item:Q3440777"
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The following pages link to FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS (Q3440777):
Displaying 9 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- Breaking the panels: An application to the GDP per capita (Q5703224) (← links)
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
