Pages that link to "Item:Q2483432"
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The following pages link to Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432):
Displaying 13 items.
- Spurious regression (Q609686) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks (Q1292336) (← links)
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
- Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409) (← links)
- On the end-point issue in unit root tests in the presence of a structural break. (Q1978720) (← links)
- Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (Q2716487) (← links)
- Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (Q4677041) (← 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)
