Pages that link to "Item:Q1615170"

The following pages link to On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170):

Displaying 7 items.

• The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
• The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
• Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)