Pages that link to "Item:Q1978720"
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The following pages link to On the end-point issue in unit root tests in the presence of a structural break. (Q1978720):
Displaying 4 items.
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)