Pages that link to "Item:Q1668133"

The following pages link to A nonparametric unit root test under nonstationary volatility (Q1668133):

Displaying 13 items.

• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• A simple nonstationary-volatility robust panel unit root test (Q1925842) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
• The size performance of a nonparametric unit root test under a variance shift (Q2483450) (← links)
• Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
• Unit Root Testing with Unstable Volatility (Q4556512) (← links)
• (Q4935608) (← links)
• Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371) (← links)