Pages that link to "Item:Q4458358"

The following pages link to Tests for a change in persistence against the null of difference‐stationarity (Q4458358):

Displaying 22 items.

• Tests of stationarity against a change in persistence (Q135904) (← links)
• Modified tests for a change in persistence (Q135912) (← links)
• Testing for a break in persistence under long-range dependencies (Q135936) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• Simple panel unit root tests to detect changes in persistence (Q1934136) (← links)
• Moving ratio test for multiple changes in persistence (Q1936583) (← links)
• Panel stationary tests against changes in persistence (Q2010784) (← links)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Structural changes in inflation dynamics: multiple breaks at different dates for different parameters (Q2691664) (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
• WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
• ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
• CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
• On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence (Q5467626) (← links)
• A note on change in persistence of U.S. city prices (Q6039106) (← links)