Pages that link to "Item:Q5942682"
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The following pages link to An invariant sign test for random walks based on recursive median adjustment (Q5942682):
Displaying 16 items.
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
- Robust tests for unit roots in heterogeneous panels (Q1927523) (← links)
- Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- A sign test for unit roots in a momentum threshold autoregressive process (Q2493864) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? (Q3102871) (← links)
- Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (Q3440744) (← links)
