Pages that link to "Item:Q1606380"

The following pages link to Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380):

Displaying 6 items.

• Selection of the break in the Perron-type tests (Q265103) (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788) (← links)
• The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
• Level shifts, unit roots and misspecification of the breaking date (Q1391636) (← links)
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)