The following pages link to Robinson Kruse (Q379924):
Displayed 11 items.
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- (Q451480) (redirect page) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- A modified test against spurious long memory (Q1663949) (← links)
- On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Testing for a rational bubble under long memory (Q5745639) (← links)