Pages that link to "Item:Q1612931"

The following pages link to Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931):

Displaying 9 items.

• Spurious regression (Q609686) (← links)
• Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
• The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152) (← links)
• Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) (← links)
• On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
• Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (Q2716487) (← links)
• Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
• Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (Q4677041) (← links)
• The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (Q4705830) (← links)