Pages that link to "Item:Q1372921"
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The following pages link to Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921):
Displaying 27 items.
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
- Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
- OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators (Q5068096) (← links)
- Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Random Walks with Drift – A Sequential Approach (Q5487369) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- An affine model for short rates when monetary policy is path dependent (Q6594916) (← links)
