Pages that link to "Item:Q1868973"
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The following pages link to Testing for a unit root in the nonlinear STAR framework (Q1868973):
Displaying 26 items.
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- Testing for time series linearity (Q3594916) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- GLS detrending in nonlinear unit root test (Q5082878) (← links)
- A unit root test based on smooth transitions and nonlinear adjustment (Q5084008) (← links)
- A new nonlinear unit root test with Fourier function (Q5087978) (← links)
- Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)
- Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective (Q6553219) (← links)
