Pages that link to "Item:Q1623553"
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The following pages link to A joint test for structural stability and a unit root in autoregressions (Q1623553):
Displaying 9 items.
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
- Testing for parameter stability in a regression model with AR(1) errors (Q899728) (← links)
- Unit root and stationarity tests' wedding (Q1589594) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- A simple testing procedure for unit root and model specification (Q1659023) (← links)
- The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (Q1927613) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)