Pages that link to "Item:Q3725399"

The following pages link to Testing for Deterministic Linear Trend in Time Series (Q3725399):

Displaying 12 items.

• The fragility of the KPSS stationarity test (Q257549) (← links)
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
• On the power of point optimal tests of the trend stationarity hypothesis (Q1319621) (← links)
• Detection of change in persistence of a linear time series (Q1971788) (← links)
• Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
• Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
• STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
• Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Invariant tests for covariance structures in multivariate linear model (Q5933449) (← links)