Pages that link to "Item:Q1872058"
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The following pages link to Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (Q1872058):
Displaying 9 items.
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
- Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851) (← links)
- On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion (Q5305507) (← links)
- Si-GARCH: Construction and validation of a new method for the detection of breaking points in models (Q5358382) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)
