Pages that link to "Item:Q3814542"
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The following pages link to On the distribution of some test statistics for coefficient constancy (Q3814542):
Displaying 12 items.
- 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)
- Inference of time-varying regression models (Q693729) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
- The generalized fluctuation test: A unifying view (Q4853092) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
