Pages that link to "Item:Q1927093"
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The following pages link to Covariate unit root tests with good size and power (Q1927093):
Displaying 8 items.
- The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Testing for unit roots with stationary covariates (Q1810679) (← links)
- Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
- Using influence function for lag truncation in unit root tests (Q2818653) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)