Pages that link to "Item:Q5285950"

The following pages link to Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950):

Displaying 8 items.

• Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
• Deciding between I(1) and I(0) (Q1341206) (← links)
• Nonparametric cointegration analysis (Q1362072) (← links)
• Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
• Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
• Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
• Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
• Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)