Pages that link to "Item:Q1852532"
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The following pages link to Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532):
Displaying 12 items.
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
- Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
- Unit root testing in the presence of innovation variance breaks: a simple solution with increased power (Q1848019) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- The finite-sample performance of robust unit root tests (Q1880326) (← links)
- The size performance of a nonparametric unit root test under a variance shift (Q2483450) (← links)
- Testing for cointegration in the presence of mis-specified structural change (Q2497796) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
