Pages that link to "Item:Q2628832"
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The following pages link to Estimating deterministic trends with an integrated or stationary noise component (Q2628832):
Displaying 29 items.
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- On robust testing for trend (Q2126184) (← links)
- Testing for a trend with persistent errors (Q2224883) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- (Q2983473) (← links)
- The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (Q3653359) (← links)
- Testing for Trend in the Presence of Autoregressive Error: A Comment (Q4916518) (← links)
- Robust testing of time trend and mean with unknown integration order errors (Q5055256) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- Robust testing for stationarity of global surface temperature (Q5129025) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
