The following pages link to (Q4855592):
Displaying 6 items.
- A simple test for parameter constancy in a nonlinear time series regression model (Q1206328) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- On stationary tests in the presence of structural breaks (Q1391050) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
