Pages that link to "Item:Q1391050"
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The following pages link to On stationary tests in the presence of structural breaks (Q1391050):
Displaying 13 items.
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Is MORE LESS? The role of data augmentation in testing for structural breaks (Q1673457) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- Structural change and the order of integration in univariate time series (Q1827432) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- A parametric stationarity test with smooth breaks (Q2697025) (← links)
- Testing for the presence of a random walk in series with structural breaks (Q2740101) (← links)
- A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS (Q3377448) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- (Q4489932) (← links)
- Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost (Q5123624) (← links)
- Testing the null of cointegration in the presence of a structural break (Q5958409) (← links)
