Pages that link to "Item:Q1623643"
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The following pages link to On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643):
Displaying 7 items.
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)