Pages that link to "Item:Q2483450"
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The following pages link to The size performance of a nonparametric unit root test under a variance shift (Q2483450):
Displaying 6 items.
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
- On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)