Pages that link to "Item:Q1848019"

The following pages link to Unit root testing in the presence of innovation variance breaks: a simple solution with increased power (Q1848019):

Displaying 10 items.

• On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
• Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
• Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
• Unit root tests with a break in innovation variance. (Q1858958) (← links)
• Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
• The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
• Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324) (← links)
• Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
• (Q5157683) (← links)
• (Q5386505) (← links)