Pages that link to "Item:Q4956031"

The following pages link to Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (Q4956031):

Displaying 12 items.

• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England (Q744401) (← links)
• The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
• The finite-sample performance of robust unit root tests (Q1880326) (← links)
• A note on the Vogelsang test for additive outliers (Q2474520) (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
• A bootstrap test for additive outliers in non-stationary time series (Q2864624) (← links)
• Cointegration analysis in the presence of outliers (Q3156196) (← links)
• SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* (Q3440785) (← links)
• Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)