Pages that link to "Item:Q1371377"

The following pages link to Further evidence on breaking trend functions in macroeconomic variables (Q1371377):

Displaying 27 items.

• Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
• New innovational outlier unit root test with a break at an unknown time (Q3615034) (← links)
• Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
• Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
• Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
• Distinguishing between trend-break models: method and empirical evidence (Q4549732) (← links)
• A re-examination of Libor rigging: a time-varying cointegration perspective (Q4555146) (← links)
• On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
• THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
• On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
• A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)
• A new unit root test with two structural breaks in level and slope at unknown time (Q5123628) (← links)
• (Q5157683) (← links)
• A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler (Q5220000) (← links)
• Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
• Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
• Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)
• Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• Climate change and the US wheat commodity market (Q6567088) (← links)