Pages that link to "Item:Q2812318"
From MaRDI portal
The following pages link to Testing for a unit root against transitional autoregressive models (Q2812318):
Displaying 13 items.
- On unit root testing with smooth transitions (Q1010417) (← links)
- On unit root tests in the presence of transitional growth (Q1927560) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)
- Asymmetric adjustment and smooth transitions: a combination of some unit root tests (Q4677021) (← links)
- (Q4687050) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
